+1,519.4%
CBRE vs SPXU
-100.0%
+1,619.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | 0.0% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | -2.2% | +0.8% | -3.0% | -1.6% |
| 3M | +12.9% | -4.7% | +17.6% | +11.3% |
| 6M | +4.3% | -29.6% | +33.9% | -9.6% |
| YTD | -8.0% | -29.9% | +21.8% | -19.8% |
| 1Y | -8.6% | -39.1% | +30.5% | -24.7% |
| 3Y | +71.9% | -80.0% | +151.9% | -4.4% |
| 5Y | +50.0% | -86.0% | +136.1% | -12.6% |
| 10Y | +390.1% | -99.5% | +489.6% | -15.7% |
| All | +1,519.4% | -100.0% | +1,619.4% | -58.7% |
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