+392.5%
CBRE vs XME
+421.4%
-28.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | -5.0% | -4.2% | -0.8% | -3.1% |
| 30D | -4.7% | -2.7% | -2.0% | -3.8% |
| 3M | +6.5% | -3.9% | +10.4% | +7.3% |
| 6M | +6.1% | -1.0% | +7.0% | +4.0% |
| YTD | -12.6% | +9.8% | -22.4% | -19.4% |
| 1Y | -15.3% | +32.5% | -47.9% | -30.1% |
| 3Y | +64.6% | +124.3% | -59.7% | 0.0% |
| 5Y | +45.0% | +165.8% | -120.8% | -22.7% |
| All | +392.5% | +421.4% | -28.9% | +59.2% |
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