+27.7%
CBRE vs EXPD
+62.8%
-35.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.0% | -1.5% |
| 7D | -4.6% | -1.6% | -3.1% | -3.9% |
| 30D | +3.0% | +0.6% | +2.4% | +2.5% |
| 3M | -8.7% | +9.8% | -18.5% | -13.0% |
| 6M | -7.9% | +25.8% | -33.6% | -18.1% |
| YTD | -16.3% | +31.3% | -47.6% | -27.8% |
| 1Y | -13.1% | +40.9% | -54.1% | -27.8% |
| 3Y | +83.1% | +74.7% | +8.4% | +32.4% |
| 5Y | +27.7% | +62.9% | -35.1% | -4.3% |
| All | +27.7% | +62.8% | -35.1% | -4.3% |
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