+62.2%
SPG vs CBRE
+378.3%
-316.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +4.9% | +3.7% |
| 7D | 0.0% | -1.5% | +1.5% | +0.8% |
| 30D | -4.9% | -4.0% | -1.0% | -2.9% |
| 3M | +3.3% | +8.0% | -4.7% | -3.2% |
| 6M | +11.2% | +4.0% | +7.2% | +6.0% |
| YTD | +17.1% | -11.5% | +28.6% | +22.2% |
| 1Y | +21.6% | -13.0% | +34.6% | +27.9% |
| 3Y | +111.9% | +66.9% | +45.0% | +32.1% |
| 5Y | +106.9% | +45.0% | +61.9% | +39.1% |
| 10Y | +62.2% | +385.0% | -322.8% | -45.5% |
| All | +62.2% | +378.3% | -316.1% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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