+153.4%
EXE vs CBRE
+97.0%
+56.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +5.3% | -1.8% | +7.1% | +5.7% |
| 30D | -2.2% | +3.3% | -5.5% | -3.2% |
| 3M | -5.9% | -12.4% | +6.5% | -3.5% |
| 6M | -5.7% | -5.4% | -0.4% | -5.5% |
| YTD | -17.8% | -17.2% | -0.6% | -15.6% |
| 1Y | -23.1% | -13.1% | -10.0% | -22.3% |
| 3Y | +21.2% | +81.6% | -60.4% | -7.6% |
| 5Y | +78.8% | +26.4% | +52.4% | +48.1% |
| All | +153.4% | +97.0% | +56.4% | +90.5% |
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