+50.8%
SWKS vs CBRE
+379.0%
-328.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +9.4% | -1.8% | +11.2% | +10.4% |
| 30D | +17.0% | +3.3% | +13.7% | +14.2% |
| 3M | +28.9% | -12.4% | +41.3% | +36.0% |
| 6M | +33.1% | -5.4% | +38.5% | +33.6% |
| YTD | +44.8% | -17.2% | +62.0% | +53.5% |
| 1Y | +36.2% | -13.1% | +49.3% | +40.4% |
| 3Y | +11.5% | +81.6% | -70.1% | -25.6% |
| 5Y | -37.1% | +26.4% | -63.5% | -49.7% |
| All | +50.8% | +379.0% | -328.2% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling