+80.8%
CBRE vs SPYG
+93.4%
-12.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.8% | +4.2% | -7.0% | -5.0% |
| 30D | +2.2% | -7.4% | +9.6% | +6.6% |
| 3M | -10.1% | -5.3% | -4.8% | -7.5% |
| 6M | -8.0% | -1.2% | -6.8% | -8.1% |
| YTD | -17.6% | +9.0% | -26.6% | -22.6% |
| 1Y | -14.7% | +8.8% | -23.5% | -19.9% |
| All | +80.8% | +93.4% | -12.6% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling