+151.5%
SPMO vs CBRE
+42.7%
+108.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | +2.7% | -1.7% | +4.4% | +3.1% |
| 30D | +1.1% | -3.0% | +4.0% | +1.6% |
| 3M | +2.0% | +2.6% | -0.6% | +0.4% |
| 6M | +26.5% | +2.0% | +24.5% | +24.3% |
| YTD | +26.5% | -13.1% | +39.6% | +30.1% |
| 1Y | +27.9% | -13.8% | +41.8% | +31.6% |
| 3Y | +160.4% | +63.9% | +96.5% | +109.5% |
| 5Y | +151.5% | +42.3% | +109.2% | +111.0% |
| All | +151.5% | +42.7% | +108.8% | +111.0% |
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