+392.5%
CBRE vs XPO
+1,516.3%
-1,123.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -5.0% | -5.7% | +0.7% | -3.3% |
| 30D | -4.7% | -12.8% | +8.1% | -0.9% |
| 3M | +6.5% | -20.0% | +26.5% | +13.3% |
| 6M | +6.1% | -6.0% | +12.1% | +6.6% |
| YTD | -12.6% | +34.0% | -46.7% | -21.9% |
| 1Y | -15.3% | +35.6% | -50.9% | -25.2% |
| 3Y | +64.6% | +152.3% | -87.7% | +12.8% |
| 5Y | +45.0% | +264.4% | -219.4% | -17.3% |
| All | +392.5% | +1,516.3% | -1,123.8% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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