+151.5%
EXC vs CBRE
+378.3%
-226.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.7% |
| 7D | +1.2% | -1.5% | +2.8% | +1.6% |
| 30D | -2.7% | -4.0% | +1.3% | -1.8% |
| 3M | -1.0% | +8.0% | -9.0% | -3.4% |
| 6M | -9.3% | +4.0% | -13.2% | -10.9% |
| YTD | +3.6% | -11.5% | +15.1% | +5.5% |
| 1Y | +5.9% | -13.0% | +18.9% | +8.1% |
| 3Y | +21.3% | +66.9% | -45.6% | -2.0% |
| 5Y | +46.2% | +45.0% | +1.1% | +20.7% |
| 10Y | +151.5% | +385.0% | -233.6% | +44.1% |
| All | +151.5% | +378.3% | -226.9% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling