-8.0%
CBRE vs SPXU
-7.7%
-0.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.3% |
| 7D | -2.8% | -9.4% | +6.6% | -4.7% |
| 30D | +2.2% | +7.4% | -5.2% | +4.1% |
| 3M | -10.1% | +6.2% | -16.2% | -8.7% |
| 6M | -8.0% | -7.2% | -0.8% | -6.6% |
| All | -8.0% | -7.7% | -0.3% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling