+1,772.6%
SPGI vs CBRE
+2,039.6%
-267.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +0.3% | +5.2% | -4.9% | -1.2% |
| 30D | +18.4% | +6.2% | +12.1% | +16.2% |
| 3M | +15.7% | -8.1% | +23.8% | +18.3% |
| 6M | +17.3% | -6.6% | +23.9% | +19.1% |
| YTD | -4.7% | -15.7% | +11.0% | -0.7% |
| 1Y | +1.8% | -9.7% | +11.5% | +4.0% |
| 3Y | +31.7% | +80.4% | -48.7% | +8.6% |
| 5Y | +12.1% | +27.0% | -15.0% | +1.4% |
| 10Y | +341.9% | +412.9% | -71.0% | +163.5% |
| All | +1,772.6% | +2,039.6% | -267.0% | +555.6% |
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 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