+383.7%
CBRE vs XHB
+210.4%
+173.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | +0.6% |
| 7D | -7.2% | -5.2% | -2.0% | -3.3% |
| 30D | -6.4% | -12.1% | +5.7% | +3.5% |
| 3M | +2.9% | -6.2% | +9.1% | +7.3% |
| 6M | +2.5% | -6.7% | +9.2% | +6.5% |
| YTD | -14.2% | -5.5% | -8.7% | -12.3% |
| 1Y | -15.1% | -15.6% | +0.5% | -5.4% |
| 3Y | +61.9% | +22.0% | +39.9% | +29.4% |
| 5Y | +42.4% | +31.8% | +10.6% | +4.7% |
| All | +383.7% | +210.4% | +173.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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