+32.1%
SWKS vs CBRE
+397.3%
-365.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -6.2% | +5.2% | -11.3% | -8.9% |
| 30D | -1.5% | +6.2% | -7.7% | -5.2% |
| 3M | +23.0% | -8.1% | +31.1% | +26.5% |
| 6M | +27.6% | -6.6% | +34.3% | +29.1% |
| YTD | +32.3% | -15.7% | +48.0% | +39.1% |
| 1Y | +20.1% | -9.7% | +29.8% | +21.3% |
| 3Y | +0.6% | +80.4% | -79.7% | -32.4% |
| 5Y | -42.3% | +27.0% | -69.3% | -54.0% |
| All | +32.1% | +397.3% | -365.2% | -42.7% |
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