+555.9%
CBRE vs XHB
+173.9%
+382.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.6% |
| 7D | -2.0% | -1.3% | -0.7% | -0.7% |
| 30D | -2.2% | -6.9% | +4.7% | +5.0% |
| 3M | +12.9% | -1.3% | +14.2% | +12.9% |
| 6M | +4.3% | -6.8% | +11.1% | +9.1% |
| YTD | -8.0% | +0.7% | -8.8% | -11.8% |
| 1Y | -8.6% | -11.2% | +2.7% | -1.0% |
| 3Y | +71.9% | +25.3% | +46.5% | +24.3% |
| 5Y | +50.0% | +37.3% | +12.7% | -5.4% |
| 10Y | +390.1% | +211.5% | +178.5% | +18.6% |
| All | +555.9% | +173.9% | +382.0% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling