+2,317.2%
CBRE vs EXPD
+949.9%
+1,367.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.3% |
| 7D | -2.0% | -1.1% | -0.8% | -1.1% |
| 30D | -2.2% | +4.1% | -6.3% | -5.2% |
| 3M | +12.9% | +17.9% | -5.0% | -0.9% |
| 6M | +4.3% | +29.2% | -24.9% | -15.5% |
| YTD | -8.0% | +27.4% | -35.4% | -25.4% |
| 1Y | -8.6% | +56.8% | -65.4% | -37.6% |
| 3Y | +71.9% | +68.0% | +3.8% | +7.7% |
| 5Y | +50.0% | +61.9% | -11.9% | -7.4% |
| 10Y | +390.1% | +316.0% | +74.1% | +33.5% |
| All | +2,317.2% | +949.9% | +1,367.2% | +335.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling