+79.3%
SPYM vs CBRE
+84.7%
-5.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | -4.6% | +3.7% | +0.2% |
| 30D | -2.4% | +3.0% | -5.3% | -3.1% |
| 3M | -1.1% | -8.7% | +7.6% | +0.7% |
| 6M | +3.3% | -7.9% | +11.2% | +4.8% |
| YTD | +12.4% | -16.3% | +28.7% | +16.0% |
| 1Y | +12.5% | -13.1% | +25.6% | +14.8% |
| All | +79.3% | +84.7% | -5.4% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling