+73.9%
CBRE vs EXEL
+164.9%
-90.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.0% | +8.4% | -10.3% | -3.0% |
| 30D | -2.2% | +4.1% | -6.3% | -2.7% |
| 3M | +12.9% | +12.4% | +0.5% | +11.3% |
| 6M | +4.3% | +41.5% | -37.2% | -0.1% |
| YTD | -8.0% | +34.6% | -42.7% | -11.5% |
| 1Y | -8.6% | +57.9% | -66.4% | -13.5% |
| All | +73.9% | +164.9% | -90.9% | +42.9% |
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