+576.6%
SPMO vs CBRE
+331.4%
+245.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +1.6% |
| 7D | +3.4% | -1.5% | +4.9% | +3.8% |
| 30D | +0.5% | -4.0% | +4.5% | +1.4% |
| 3M | +1.9% | +8.0% | -6.1% | -1.2% |
| 6M | +27.8% | +4.0% | +23.8% | +25.0% |
| YTD | +26.7% | -11.5% | +38.2% | +29.2% |
| 1Y | +28.9% | -13.0% | +41.9% | +31.9% |
| 3Y | +160.7% | +66.9% | +93.8% | +114.9% |
| 5Y | +150.2% | +45.0% | +105.1% | +111.5% |
| 10Y | +517.5% | +385.0% | +132.5% | +288.6% |
| All | +576.6% | +331.4% | +245.3% | +334.1% |
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 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