+281.1%
SYY vs CBRE
+2,024.9%
-1,743.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | 0.0% | -4.6% | +4.6% | +0.9% |
| 30D | -2.2% | +3.0% | -5.2% | -2.9% |
| 3M | -8.0% | -8.7% | +0.7% | -6.7% |
| 6M | +7.5% | -7.9% | +15.4% | +8.6% |
| YTD | +7.4% | -16.3% | +23.7% | +9.9% |
| 1Y | +4.9% | -13.1% | +18.0% | +6.4% |
| 3Y | +24.1% | +83.1% | -59.0% | +7.9% |
| 5Y | +13.4% | +27.7% | -14.4% | +4.6% |
| 10Y | +87.5% | +386.9% | -299.4% | +40.1% |
| All | +281.1% | +2,024.9% | -1,743.8% | +102.5% |
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