+27.7%
CBRE vs XYL
-23.5%
+51.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.8% |
| 7D | -4.6% | -5.9% | +1.3% | -1.4% |
| 30D | +3.0% | -7.3% | +10.3% | +6.1% |
| 3M | -8.7% | -22.5% | +13.8% | +4.1% |
| 6M | -7.9% | -14.4% | +6.5% | -1.3% |
| YTD | -16.3% | -29.4% | +13.1% | -0.1% |
| 1Y | -13.1% | -35.6% | +22.5% | +9.6% |
| 3Y | +83.1% | +0.3% | +82.9% | +69.9% |
| 5Y | +27.7% | -22.3% | +50.1% | +42.3% |
| All | +27.7% | -23.5% | +51.2% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling