+366.6%
CBRE vs EXEL
+320.7%
+45.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -1.8% | -0.8% | -0.9% | -1.6% |
| 30D | +3.3% | +13.1% | -9.8% | +1.2% |
| 3M | -12.4% | +36.3% | -48.7% | -16.8% |
| 6M | -5.4% | +34.5% | -39.9% | -10.1% |
| YTD | -17.2% | +57.4% | -74.6% | -23.7% |
| 1Y | -13.1% | +62.9% | -76.0% | -20.4% |
| 3Y | +81.6% | +229.5% | -148.0% | +43.2% |
| 5Y | +26.4% | +281.2% | -254.8% | -4.1% |
| All | +366.6% | +320.7% | +45.9% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling