+12.1%
SPYM vs CBRE
-13.9%
+26.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +3.3% | -2.8% | +6.1% | +3.7% |
| 30D | -2.6% | +2.2% | -4.9% | -2.9% |
| 3M | -1.7% | -10.1% | +8.4% | -0.4% |
| 6M | +3.1% | -8.0% | +11.1% | +4.3% |
| YTD | +12.0% | -17.6% | +29.6% | +13.6% |
| 1Y | +12.1% | -14.7% | +26.8% | +12.6% |
| All | +12.1% | -13.9% | +26.0% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling