+401.2%
CBRE vs EXEL
+378.5%
+22.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.0% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -3.0% | +10.1% | -13.1% | -4.5% |
| 3M | +2.6% | +10.1% | -7.4% | +0.9% |
| 6M | +2.0% | +37.7% | -35.7% | -3.4% |
| YTD | -13.1% | +33.1% | -46.2% | -17.4% |
| 1Y | -13.8% | +52.4% | -66.2% | -20.1% |
| 3Y | +63.9% | +163.8% | -100.0% | +35.3% |
| 5Y | +42.3% | +198.5% | -156.2% | +13.4% |
| 10Y | +401.2% | +386.9% | +14.3% | +264.8% |
| All | +401.2% | +378.5% | +22.7% | +264.8% |
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