+505.5%
SPMO vs CBRE
+301.9%
+203.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +9.8% | -2.8% | +12.6% | +10.7% |
| 30D | -9.2% | +2.2% | -11.4% | -10.0% |
| 3M | -11.0% | -10.1% | -0.9% | -8.8% |
| 6M | -6.6% | -8.0% | +1.4% | -5.6% |
| YTD | +13.3% | -17.6% | +30.9% | +17.6% |
| 1Y | +12.7% | -14.7% | +27.4% | +15.6% |
| 3Y | +127.5% | +80.4% | +47.1% | +82.6% |
| 5Y | +117.4% | +25.9% | +91.5% | +90.9% |
| 10Y | +469.5% | +379.5% | +90.0% | +263.2% |
| All | +505.5% | +301.9% | +203.6% | +295.0% |
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 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