+1,675.4%
SPGI vs CBRE
+2,234.5%
-559.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +0.1% | -2.0% | +2.1% | +0.7% |
| 30D | +8.4% | -2.2% | +10.6% | +9.0% |
| 3M | +11.8% | +12.9% | -1.1% | +7.8% |
| 6M | +5.7% | +4.3% | +1.4% | +4.1% |
| YTD | -9.7% | -8.0% | -1.6% | -8.0% |
| 1Y | -12.5% | -8.6% | -3.9% | -10.8% |
| 3Y | +21.8% | +71.9% | -50.1% | +1.9% |
| 5Y | +8.2% | +50.0% | -41.8% | -6.5% |
| 10Y | +309.5% | +390.1% | -80.5% | +146.7% |
| All | +1,675.4% | +2,234.5% | -559.1% | +507.2% |
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