+314.6%
SPYM vs CBRE
+398.3%
-83.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -2.0% | -7.2% | +5.2% | +0.6% |
| 30D | -1.6% | -6.4% | +4.8% | +0.5% |
| 3M | +4.7% | +2.9% | +1.8% | +3.0% |
| 6M | +12.6% | +2.5% | +10.0% | +10.4% |
| YTD | +11.8% | -14.2% | +26.0% | +16.0% |
| 1Y | +17.5% | -15.1% | +32.7% | +22.2% |
| 3Y | +77.0% | +61.9% | +15.1% | +40.1% |
| 5Y | +82.6% | +42.4% | +40.2% | +48.8% |
| All | +314.6% | +398.3% | -83.8% | +121.1% |
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 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