+2,115.4%
CBRE vs SPY
+872.8%
+1,242.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -1.1% |
| 7D | +5.2% | -2.7% | +7.9% | +9.9% |
| 30D | +6.2% | -5.4% | +11.6% | +16.3% |
| 3M | -8.1% | -4.1% | -4.0% | -1.5% |
| 6M | -6.6% | +0.7% | -7.4% | -8.9% |
| YTD | -15.7% | +8.7% | -24.4% | -27.7% |
| 1Y | -9.7% | +10.9% | -20.5% | -25.3% |
| 3Y | +80.4% | +75.0% | +5.4% | -35.0% |
| 5Y | +27.0% | +67.8% | -40.8% | -51.7% |
| 10Y | +412.9% | +312.9% | +100.1% | -67.6% |
| All | +2,115.4% | +872.8% | +1,242.6% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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