+366.6%
CBRE vs SPYG
+393.2%
-26.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.2% |
| 7D | -1.8% | +2.3% | -4.1% | -3.8% |
| 30D | +3.3% | -6.5% | +9.8% | +9.2% |
| 3M | -12.4% | -6.8% | -5.5% | -7.1% |
| 6M | -5.4% | -3.1% | -2.2% | -4.1% |
| YTD | -17.2% | +8.0% | -25.2% | -24.2% |
| 1Y | -13.1% | +10.2% | -23.3% | -22.0% |
| 3Y | +81.6% | +91.0% | -9.4% | -6.7% |
| 5Y | +26.4% | +67.7% | -41.3% | -26.5% |
| All | +366.6% | +393.2% | -26.6% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling