-21.7%
EXE vs CBRE
-11.6%
-10.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.0% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -0.3% | +3.1% | -3.4% | +0.2% |
| 3M | -9.3% | -6.4% | -3.0% | -9.8% |
| 6M | -7.2% | -7.9% | +0.7% | -8.0% |
| YTD | -18.9% | -16.2% | -2.7% | -20.9% |
| 1Y | -21.7% | -11.2% | -10.5% | -25.8% |
| All | -21.7% | -11.6% | -10.1% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling