+3,203.2%
CBRE vs SPXS
-100.0%
+3,303.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +1.2% |
| 7D | -1.8% | -7.5% | +5.7% | -5.8% |
| 30D | +3.3% | +5.3% | -2.0% | +7.3% |
| 3M | -12.4% | +9.7% | -22.1% | -6.3% |
| 6M | -5.4% | -4.6% | -0.8% | -5.7% |
| YTD | -17.2% | -25.8% | +8.6% | -26.7% |
| 1Y | -13.1% | -28.8% | +15.7% | -24.5% |
| 3Y | +81.6% | -80.2% | +161.7% | -12.6% |
| 5Y | +26.4% | -83.2% | +109.6% | -28.8% |
| 10Y | +381.6% | -99.5% | +481.1% | -50.4% |
| All | +3,203.2% | -100.0% | +3,303.2% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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