+23.7%
SYY vs CBRE
+66.2%
-42.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.2% |
| 7D | -2.8% | -1.5% | -1.2% | -2.6% |
| 30D | -5.3% | -4.0% | -1.3% | -4.8% |
| 3M | +5.1% | +8.0% | -2.9% | +3.7% |
| 6M | -5.0% | +4.0% | -9.0% | -5.8% |
| YTD | +10.7% | -11.5% | +22.2% | +12.0% |
| 1Y | +0.7% | -13.0% | +13.7% | +2.1% |
| All | +23.7% | +66.2% | -42.5% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling