+42.3%
CBRE vs XHB
+34.8%
+7.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.8% |
| 7D | -1.7% | -1.9% | +0.2% | -0.3% |
| 30D | -3.0% | -8.3% | +5.4% | +3.1% |
| 3M | +2.6% | -7.1% | +9.8% | +7.3% |
| 6M | +2.0% | -5.3% | +7.3% | +4.5% |
| YTD | -13.1% | -3.2% | -9.9% | -12.8% |
| 1Y | -13.8% | -13.9% | 0.0% | -6.0% |
| 3Y | +63.9% | +24.9% | +39.0% | +31.0% |
| 5Y | +42.3% | +34.5% | +7.8% | +6.2% |
| All | +42.3% | +34.8% | +7.5% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling