+42.3%
CBRE vs XME
+183.2%
-140.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | -3.0% | +1.4% | -4.4% | -3.8% |
| 3M | +2.6% | +2.7% | -0.1% | +0.6% |
| 6M | +2.0% | +6.5% | -4.5% | -2.5% |
| YTD | -13.1% | +15.2% | -28.3% | -20.5% |
| 1Y | -13.8% | +43.5% | -57.3% | -29.7% |
| 3Y | +63.9% | +135.9% | -72.0% | +2.0% |
| 5Y | +42.3% | +181.5% | -139.1% | -20.8% |
| All | +42.3% | +183.2% | -140.9% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling