+45.0%
CBRE vs EXEL
+195.7%
-150.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.4% |
| 7D | -1.5% | +1.4% | -2.9% | -1.7% |
| 30D | -4.0% | +6.7% | -10.7% | -5.0% |
| 3M | +8.0% | +11.5% | -3.5% | +6.0% |
| 6M | +4.0% | +38.8% | -34.8% | -1.8% |
| YTD | -11.5% | +31.6% | -43.1% | -15.8% |
| 1Y | -13.0% | +53.0% | -66.0% | -19.4% |
| 3Y | +66.9% | +160.8% | -93.9% | +33.2% |
| 5Y | +45.0% | +190.1% | -145.0% | +5.8% |
| All | +45.0% | +195.7% | -150.7% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling