+406.9%
CBRE vs EXPD
+334.2%
+72.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +0.4% |
| 7D | +1.0% | -5.5% | +6.5% | +4.1% |
| 30D | +5.6% | -1.9% | +7.5% | +6.6% |
| 3M | -6.8% | +6.1% | -12.8% | -10.1% |
| 6M | -5.6% | +21.6% | -27.2% | -16.2% |
| YTD | -14.1% | +27.9% | -42.0% | -26.9% |
| 1Y | -9.5% | +39.4% | -48.9% | -26.9% |
| 3Y | +91.8% | +72.7% | +19.1% | +32.2% |
| 5Y | +30.3% | +60.3% | -30.0% | -7.9% |
| 10Y | +406.9% | +332.6% | +74.3% | +75.6% |
| All | +406.9% | +334.2% | +72.7% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling