+364.6%
CBRE vs XME
+266.4%
+98.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.5% |
| 7D | -2.8% | +5.3% | -8.1% | -5.3% |
| 30D | +2.2% | -8.2% | +10.4% | +6.1% |
| 3M | -10.1% | -18.4% | +8.3% | -1.8% |
| 6M | -8.0% | -22.8% | +14.8% | +1.9% |
| YTD | -17.6% | -7.9% | -9.7% | -17.8% |
| 1Y | -14.7% | -0.9% | -13.9% | -18.3% |
| 3Y | +80.4% | +96.0% | -15.6% | +15.7% |
| 5Y | +25.9% | +110.3% | -84.4% | -25.1% |
| All | +364.6% | +266.4% | +98.2% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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