+25.9%
CBRE vs SPYG
+70.6%
-44.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -2.8% | +4.2% | -7.0% | -5.7% |
| 30D | +2.2% | -7.4% | +9.6% | +7.9% |
| 3M | -10.1% | -5.3% | -4.8% | -6.7% |
| 6M | -8.0% | -1.2% | -6.8% | -8.3% |
| YTD | -17.6% | +9.0% | -26.6% | -23.9% |
| 1Y | -14.7% | +8.8% | -23.5% | -21.2% |
| 3Y | +80.4% | +92.8% | -12.4% | +0.8% |
| 5Y | +25.9% | +69.3% | -43.4% | -23.5% |
| All | +25.9% | +70.6% | -44.8% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling