+828.4%
SPYM vs CBRE
+732.5%
+95.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.1% | -2.0% | +2.1% | +0.5% |
| 30D | +0.1% | -2.2% | +2.3% | +0.4% |
| 3M | +2.0% | +12.9% | -10.9% | -0.8% |
| 6M | +13.1% | +4.3% | +8.7% | +11.6% |
| YTD | +13.6% | -8.0% | +21.7% | +14.5% |
| 1Y | +20.1% | -8.6% | +28.6% | +21.0% |
| 3Y | +77.6% | +71.9% | +5.7% | +56.0% |
| 5Y | +82.5% | +50.0% | +32.5% | +63.7% |
| 10Y | +317.6% | +390.1% | -72.5% | +194.6% |
| All | +828.4% | +732.5% | +95.9% | +392.9% |
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