+45.0%
CBRE vs XYL
-14.7%
+59.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.7% | -5.5% |
| 7D | -1.5% | +1.8% | -3.3% | -2.6% |
| 30D | -4.0% | -9.2% | +5.2% | +1.3% |
| 3M | +8.0% | -0.3% | +8.3% | +7.5% |
| 6M | +4.0% | -11.0% | +14.9% | +10.0% |
| YTD | -11.5% | -19.2% | +7.7% | -1.1% |
| 1Y | -13.0% | -21.2% | +8.2% | -1.5% |
| 3Y | +66.9% | +18.6% | +48.3% | +43.5% |
| 5Y | +45.0% | -14.3% | +59.4% | +35.3% |
| All | +45.0% | -14.7% | +59.7% | +35.3% |
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