+2,317.2%
CBRE vs EXEL
+595.9%
+1,721.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.0% | +8.4% | -10.3% | -4.2% |
| 30D | -2.2% | +4.1% | -6.3% | -3.5% |
| 3M | +12.9% | +12.4% | +0.5% | +9.0% |
| 6M | +4.3% | +41.5% | -37.2% | -6.1% |
| YTD | -8.0% | +34.6% | -42.7% | -16.3% |
| 1Y | -8.6% | +57.9% | -66.4% | -20.9% |
| 3Y | +71.9% | +159.5% | -87.6% | +23.6% |
| 5Y | +50.0% | +198.5% | -148.5% | +0.8% |
| 10Y | +390.1% | +411.4% | -21.3% | +128.2% |
| All | +2,317.2% | +595.9% | +1,721.3% | +324.1% |
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