-11.2%
CBRE vs EXPD
+39.4%
-50.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -0.5% | -7.4% | +6.9% | +2.0% |
| 30D | +3.1% | -2.1% | +5.1% | +3.6% |
| 3M | -6.4% | +5.7% | -12.0% | -8.3% |
| 6M | -7.9% | +21.4% | -29.3% | -14.5% |
| YTD | -16.2% | +27.6% | -43.8% | -23.2% |
| 1Y | -11.2% | +36.1% | -47.3% | -21.0% |
| All | -11.2% | +39.4% | -50.6% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling