+383.7%
CBRE vs SPYG
+420.3%
-36.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.5% |
| 7D | -7.2% | -1.8% | -5.4% | -5.7% |
| 30D | -6.4% | -1.9% | -4.5% | -4.8% |
| 3M | +2.9% | +5.2% | -2.2% | -2.3% |
| 6M | +2.5% | +15.6% | -13.0% | -11.3% |
| YTD | -14.2% | +12.4% | -26.6% | -23.8% |
| 1Y | -15.1% | +17.5% | -32.6% | -28.1% |
| 3Y | +61.9% | +98.1% | -36.2% | -19.1% |
| 5Y | +42.4% | +84.9% | -42.5% | -24.7% |
| All | +383.7% | +420.3% | -36.7% | -16.1% |
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