+91.8%
CBRE vs EXEL
+244.2%
-152.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.2% | +1.6% |
| 7D | +1.0% | +2.3% | -1.3% | +0.8% |
| 30D | +5.6% | +19.8% | -14.2% | +3.3% |
| 3M | -6.8% | +32.7% | -39.4% | -9.9% |
| 6M | -5.6% | +49.0% | -54.5% | -10.0% |
| YTD | -14.1% | +63.7% | -77.7% | -19.1% |
| 1Y | -9.5% | +75.8% | -85.3% | -15.3% |
| 3Y | +91.8% | +241.3% | -149.5% | +53.8% |
| All | +91.8% | +244.2% | -152.5% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling