+783.6%
CBRE vs XYL
+389.1%
+394.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.8% |
| 7D | -2.8% | -6.0% | +3.2% | +0.9% |
| 30D | +2.2% | -8.3% | +10.5% | +6.5% |
| 3M | -10.1% | -22.6% | +12.5% | +3.7% |
| 6M | -8.0% | -15.0% | +7.0% | -0.3% |
| YTD | -17.6% | -30.2% | +12.6% | +0.2% |
| 1Y | -14.7% | -36.4% | +21.7% | +9.9% |
| 3Y | +80.4% | -0.9% | +81.2% | +71.7% |
| 5Y | +25.9% | -23.4% | +49.2% | +38.3% |
| 10Y | +379.5% | +100.9% | +278.6% | +184.0% |
| All | +783.6% | +389.1% | +394.5% | +207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling