+366.6%
CBRE vs XPO
+1,266.4%
-899.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | -1.8% | +9.0% | -10.7% | -4.3% |
| 30D | +3.3% | +4.2% | -0.9% | +2.0% |
| 3M | -12.4% | -8.7% | -3.7% | -10.3% |
| 6M | -5.4% | -2.8% | -2.6% | -5.6% |
| YTD | -17.2% | +41.9% | -59.1% | -27.4% |
| 1Y | -13.1% | +42.3% | -55.4% | -24.0% |
| 3Y | +81.6% | +127.3% | -45.7% | +29.5% |
| 5Y | +26.4% | +306.4% | -280.0% | -30.0% |
| All | +366.6% | +1,266.4% | -899.8% | +67.0% |
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