+527.5%
SYK vs CBRE
+2,078.8%
-1,551.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.7% |
| 7D | -12.3% | -7.2% | -5.1% | -10.9% |
| 30D | -22.4% | -6.4% | -16.0% | -21.4% |
| 3M | -12.3% | +2.9% | -15.3% | -12.8% |
| 6M | -24.3% | +2.5% | -26.8% | -24.7% |
| YTD | -22.8% | -14.2% | -8.6% | -20.7% |
| 1Y | -28.8% | -15.1% | -13.6% | -26.8% |
| 3Y | -4.0% | +61.9% | -65.9% | -14.4% |
| 5Y | +3.8% | +42.4% | -38.5% | -5.6% |
| 10Y | +172.8% | +395.1% | -222.3% | +96.8% |
| All | +527.5% | +2,078.8% | -1,551.3% | +180.3% |
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