+329.0%
CBRE vs XLRE
+111.8%
+217.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.1% |
| 30D | -4.0% | -2.4% | -1.6% | -1.4% |
| 3M | +8.0% | +0.6% | +7.4% | +7.6% |
| 6M | +4.0% | +3.9% | 0.0% | +0.1% |
| YTD | -11.5% | +10.5% | -22.0% | -20.2% |
| 1Y | -13.0% | +8.4% | -21.4% | -19.8% |
| 3Y | +66.9% | +32.8% | +34.1% | +26.4% |
| 5Y | +45.0% | +7.0% | +38.0% | +36.4% |
| 10Y | +385.0% | +83.8% | +301.2% | +171.8% |
| All | +329.0% | +111.8% | +217.2% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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