+122.9%
SPMO vs CBRE
+82.7%
+40.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +6.3% | -1.8% | +8.1% | +6.7% |
| 30D | -8.9% | +3.3% | -12.2% | -9.5% |
| 3M | -13.2% | -12.4% | -0.9% | -11.1% |
| 6M | -9.3% | -5.4% | -3.9% | -8.9% |
| YTD | +11.6% | -17.2% | +28.8% | +15.4% |
| 1Y | +13.4% | -13.1% | +26.5% | +15.5% |
| 3Y | +122.9% | +81.6% | +41.3% | +94.1% |
| All | +122.9% | +82.7% | +40.2% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling