+45.0%
CBRE vs XPO
+271.9%
-226.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.3% |
| 7D | -1.5% | +2.7% | -4.2% | -2.3% |
| 30D | -4.0% | -6.2% | +2.2% | -2.5% |
| 3M | +8.0% | -15.4% | +23.4% | +12.5% |
| 6M | +4.0% | +0.7% | +3.2% | +2.3% |
| YTD | -11.5% | +39.8% | -51.4% | -21.4% |
| 1Y | -13.0% | +43.3% | -56.3% | -23.9% |
| 3Y | +66.9% | +166.0% | -99.1% | +13.5% |
| 5Y | +45.0% | +274.2% | -229.1% | -22.7% |
| All | +45.0% | +271.9% | -226.9% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling