+2,115.4%
CBRE vs EXEL
+720.4%
+1,395.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +6.2% | +19.0% | -12.8% | +1.2% |
| 3M | -8.1% | +33.3% | -41.4% | -15.4% |
| 6M | -6.6% | +42.9% | -49.5% | -16.1% |
| YTD | -15.7% | +58.7% | -74.4% | -26.8% |
| 1Y | -9.7% | +70.5% | -80.2% | -23.1% |
| 3Y | +80.4% | +233.8% | -153.4% | +21.1% |
| 5Y | +27.0% | +259.3% | -232.3% | -18.6% |
| 10Y | +412.9% | +484.1% | -71.2% | +134.3% |
| All | +2,115.4% | +720.4% | +1,395.0% | +271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling