+811.4%
SPYM vs CBRE
+649.5%
+161.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.6% | -1.8% | +4.3% | +2.9% |
| 30D | -2.0% | +3.3% | -5.3% | -2.8% |
| 3M | -2.8% | -12.4% | +9.6% | -0.5% |
| 6M | +2.2% | -5.4% | +7.5% | +2.7% |
| YTD | +11.5% | -17.2% | +28.7% | +14.6% |
| 1Y | +13.5% | -13.1% | +26.6% | +15.4% |
| 3Y | +78.0% | +81.6% | -3.5% | +54.6% |
| 5Y | +73.1% | +26.4% | +46.7% | +60.3% |
| 10Y | +310.9% | +381.6% | -70.8% | +191.4% |
| All | +811.4% | +649.5% | +161.9% | +393.1% |
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 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