-14.7%
CBRE vs EXEL
+62.5%
-77.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.8% | +1.6% | -4.4% | -3.2% |
| 30D | +2.2% | +17.4% | -15.1% | -1.3% |
| 3M | -10.1% | +38.6% | -48.7% | -16.2% |
| 6M | -8.0% | +41.2% | -49.2% | -14.5% |
| YTD | -17.6% | +59.3% | -76.9% | -26.2% |
| 1Y | -14.7% | +60.2% | -74.9% | -23.8% |
| All | -14.7% | +62.5% | -77.2% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling