-15.1%
CBRE vs SPYG
+17.3%
-32.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -7.2% | -1.8% | -5.4% | -6.6% |
| 30D | -6.4% | -1.9% | -4.5% | -5.7% |
| 3M | +2.9% | +5.2% | -2.2% | +0.6% |
| 6M | +2.5% | +15.6% | -13.0% | -5.9% |
| YTD | -14.2% | +12.4% | -26.6% | -20.1% |
| 1Y | -15.1% | +17.5% | -32.6% | -23.3% |
| All | -15.1% | +17.3% | -32.4% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling