+1,133.7%
SPG vs CBRE
+2,039.6%
-906.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +4.9% | +5.2% | -0.3% | +2.4% |
| 30D | +15.6% | +6.2% | +9.4% | +12.0% |
| 3M | +4.1% | -8.1% | +12.2% | +7.3% |
| 6M | +13.6% | -6.6% | +20.2% | +15.6% |
| YTD | +27.5% | -15.7% | +43.3% | +34.2% |
| 1Y | +32.2% | -9.7% | +41.9% | +34.5% |
| 3Y | +126.0% | +80.4% | +45.6% | +63.4% |
| 5Y | +74.7% | +27.0% | +47.7% | +47.3% |
| 10Y | +112.8% | +412.9% | -300.1% | -1.0% |
| All | +1,133.7% | +2,039.6% | -906.0% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling