+1,351.7%
CBRE vs SPXU
-100.0%
+1,451.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.0% |
| 7D | -2.8% | -9.4% | +6.6% | -6.9% |
| 30D | +2.2% | +7.4% | -5.2% | +6.6% |
| 3M | -10.1% | +6.2% | -16.2% | -6.3% |
| 6M | -8.0% | -7.2% | -0.8% | -9.3% |
| YTD | -17.6% | -26.8% | +9.2% | -25.7% |
| 1Y | -14.7% | -26.3% | +11.6% | -22.6% |
| 3Y | +80.4% | -80.6% | +161.0% | -1.2% |
| 5Y | +25.9% | -83.6% | +109.5% | -20.2% |
| 10Y | +379.5% | -99.5% | +479.0% | -15.5% |
| All | +1,351.7% | -100.0% | +1,451.7% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling