+1,076.5%
SWKS vs CBRE
+2,052.9%
-976.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.0% |
| 7D | -9.2% | +6.0% | -15.2% | -11.1% |
| 30D | -1.9% | +4.4% | -6.3% | -3.7% |
| 3M | +21.2% | -9.8% | +31.0% | +24.3% |
| 6M | +12.9% | -4.4% | +17.3% | +12.9% |
| YTD | +30.7% | -15.2% | +45.9% | +35.0% |
| 1Y | +14.1% | -9.1% | +23.3% | +15.1% |
| 3Y | -1.7% | +79.4% | -81.1% | -20.9% |
| 5Y | -43.0% | +27.8% | -70.8% | -49.0% |
| 10Y | +34.3% | +416.1% | -381.8% | -22.7% |
| All | +1,076.5% | +2,052.9% | -976.4% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling