+2,317.2%
CBRE vs SPY
+916.5%
+1,400.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | +0.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -2.2% | +0.1% | -2.2% | -2.2% |
| 3M | +12.9% | +2.0% | +10.9% | +8.3% |
| 6M | +4.3% | +13.0% | -8.7% | -16.3% |
| YTD | -8.0% | +13.5% | -21.6% | -26.6% |
| 1Y | -8.6% | +20.0% | -28.5% | -34.0% |
| 3Y | +71.9% | +77.2% | -5.3% | -39.1% |
| 5Y | +50.0% | +81.9% | -31.9% | -50.5% |
| 10Y | +390.1% | +314.1% | +76.0% | -68.6% |
| All | +2,317.2% | +916.5% | +1,400.7% | -56.7% |
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