+2,317.2%
CBRE vs SPYG
+1,220.8%
+1,096.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.4% |
| 7D | -2.0% | +0.4% | -2.3% | -2.5% |
| 30D | -2.2% | -0.4% | -1.7% | -1.6% |
| 3M | +12.9% | +0.5% | +12.4% | +9.8% |
| 6M | +4.3% | +17.5% | -13.2% | -20.8% |
| YTD | -8.0% | +14.3% | -22.4% | -27.3% |
| 1Y | -8.6% | +21.7% | -30.3% | -35.2% |
| 3Y | +71.9% | +98.6% | -26.7% | -48.4% |
| 5Y | +50.0% | +85.1% | -35.1% | -52.9% |
| 10Y | +390.1% | +412.0% | -22.0% | -81.4% |
| All | +2,317.2% | +1,220.8% | +1,096.3% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling