+913.7%
SPY vs CBRE
+2,234.5%
-1,320.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.5% |
| 30D | +0.1% | -2.2% | +2.2% | +0.4% |
| 3M | +2.0% | +12.9% | -10.9% | -1.2% |
| 6M | +13.0% | +4.3% | +8.7% | +11.3% |
| YTD | +13.5% | -8.0% | +21.6% | +14.6% |
| 1Y | +20.0% | -8.6% | +28.5% | +21.0% |
| 3Y | +77.2% | +71.9% | +5.3% | +53.0% |
| 5Y | +81.9% | +50.0% | +31.9% | +60.7% |
| 10Y | +314.1% | +390.1% | -76.0% | +176.4% |
| All | +913.7% | +2,234.5% | -1,320.7% | +330.5% |
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