+63.6%
CBRE vs XYL
+16.4%
+47.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -1.7% | +0.8% | -2.5% | -2.2% |
| 30D | -3.0% | -10.8% | +7.9% | +3.0% |
| 3M | +2.6% | -2.5% | +5.2% | +3.4% |
| 6M | +2.0% | -12.2% | +14.2% | +8.3% |
| YTD | -13.1% | -20.1% | +6.9% | -3.1% |
| 1Y | -13.8% | -20.6% | +6.8% | -3.7% |
| All | +63.6% | +16.4% | +47.2% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling