+818.1%
SPYM vs CBRE
+657.8%
+160.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | -4.6% | +3.7% | 0.0% |
| 30D | -2.4% | +3.0% | -5.3% | -3.1% |
| 3M | -1.1% | -8.7% | +7.6% | +0.4% |
| 6M | +3.3% | -7.9% | +11.2% | +4.4% |
| YTD | +12.4% | -16.3% | +28.7% | +15.2% |
| 1Y | +12.5% | -13.1% | +25.6% | +14.5% |
| 3Y | +79.1% | +83.1% | -4.0% | +55.2% |
| 5Y | +75.7% | +27.7% | +48.0% | +62.3% |
| 10Y | +313.9% | +386.9% | -73.0% | +192.9% |
| All | +818.1% | +657.8% | +160.3% | +395.7% |
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 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