+27.3%
CBRE vs EXPD
+60.9%
-33.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | -1.8% | +5.5% | -7.3% | -4.3% |
| 30D | +3.3% | -0.8% | +4.1% | +3.5% |
| 3M | -12.4% | +4.1% | -16.5% | -14.3% |
| 6M | -5.4% | +25.7% | -31.0% | -15.8% |
| YTD | -17.2% | +31.4% | -48.6% | -28.6% |
| 1Y | -13.1% | +42.2% | -55.3% | -28.1% |
| 3Y | +81.6% | +77.2% | +4.4% | +30.2% |
| All | +27.3% | +60.9% | -33.6% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling