+311.1%
SPOT vs CBRE
+183.9%
+127.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.2% |
| 7D | +1.6% | -1.8% | +3.4% | +2.3% |
| 30D | +16.9% | +3.3% | +13.6% | +15.2% |
| 3M | +23.0% | -12.4% | +35.3% | +28.5% |
| 6M | +42.2% | -5.4% | +47.5% | +43.8% |
| YTD | +5.5% | -17.2% | +22.7% | +11.0% |
| 1Y | -5.1% | -13.1% | +8.0% | -2.1% |
| 3Y | +257.9% | +81.6% | +176.3% | +169.4% |
| 5Y | +118.4% | +26.4% | +91.9% | +85.0% |
| All | +311.1% | +183.9% | +127.2% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling