+9.5%
SPGI vs CBRE
+50.7%
-41.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +0.1% | -2.0% | +2.1% | +1.0% |
| 30D | +8.4% | -2.2% | +10.6% | +9.3% |
| 3M | +11.8% | +12.9% | -1.1% | +5.8% |
| 6M | +5.7% | +4.3% | +1.4% | +3.2% |
| YTD | -9.7% | -8.0% | -1.6% | -7.4% |
| 1Y | -12.5% | -8.6% | -3.9% | -10.2% |
| 3Y | +21.8% | +71.9% | -50.1% | -10.2% |
| All | +9.5% | +50.7% | -41.2% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling