+392.5%
CBRE vs SPXU
-99.6%
+492.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +0.9% |
| 7D | -5.0% | +2.5% | -7.4% | -4.0% |
| 30D | -4.7% | +4.2% | -8.9% | -2.8% |
| 3M | +6.5% | -9.3% | +15.8% | +3.2% |
| 6M | +6.1% | -30.7% | +36.8% | -6.8% |
| YTD | -12.6% | -28.1% | +15.5% | -21.4% |
| 1Y | -15.3% | -35.2% | +19.9% | -26.5% |
| 3Y | +64.6% | -79.9% | +144.5% | -0.2% |
| 5Y | +45.0% | -86.4% | +131.4% | -8.9% |
| All | +392.5% | -99.6% | +492.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling