+2,100.2%
CBRE vs EXEL
+733.7%
+1,366.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.6% | -2.8% | -1.8% | -3.9% |
| 30D | +3.0% | +18.2% | -15.2% | -1.7% |
| 3M | -8.7% | +37.7% | -46.5% | -16.7% |
| 6M | -7.9% | +42.2% | -50.1% | -17.0% |
| YTD | -16.3% | +61.3% | -77.6% | -27.6% |
| 1Y | -13.1% | +64.5% | -77.6% | -25.3% |
| 3Y | +83.1% | +236.7% | -153.5% | +22.6% |
| 5Y | +27.7% | +296.3% | -268.6% | -20.4% |
| 10Y | +386.9% | +331.1% | +55.8% | +146.9% |
| All | +2,100.2% | +733.7% | +1,366.5% | +266.8% |
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 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