+870.2%
SPY vs CBRE
+2,039.6%
-1,169.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.7% | +5.2% | -7.9% | -3.9% |
| 30D | -5.4% | +6.2% | -11.6% | -6.9% |
| 3M | -4.1% | -8.1% | +4.0% | -2.6% |
| 6M | +0.7% | -6.6% | +7.4% | +1.5% |
| YTD | +8.7% | -15.7% | +24.4% | +11.6% |
| 1Y | +10.9% | -9.7% | +20.5% | +12.0% |
| 3Y | +75.0% | +80.4% | -5.4% | +49.3% |
| 5Y | +67.8% | +27.0% | +40.8% | +53.6% |
| 10Y | +312.9% | +412.9% | -100.1% | +173.3% |
| All | +870.2% | +2,039.6% | -1,169.4% | +319.3% |
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