+25.9%
CBRE vs XHB
+30.4%
-4.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.3% |
| 7D | -2.8% | -2.4% | -0.4% | -1.2% |
| 30D | +2.2% | +7.1% | -4.9% | -2.5% |
| 3M | -10.1% | -6.0% | -4.1% | -6.2% |
| 6M | -8.0% | +2.1% | -10.1% | -10.1% |
| YTD | -17.6% | -0.6% | -17.0% | -18.8% |
| 1Y | -14.7% | -3.3% | -11.4% | -14.4% |
| 3Y | +80.4% | +34.1% | +46.2% | +36.3% |
| 5Y | +25.9% | +28.6% | -2.7% | -1.9% |
| All | +25.9% | +30.4% | -4.5% | -1.9% |
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