+103.6%
EXE vs CBRE
+45.8%
+57.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +1.1% |
| 7D | -1.8% | -1.5% | -0.3% | -1.5% |
| 30D | +6.4% | -4.0% | +10.4% | +7.1% |
| 3M | +9.2% | +8.0% | +1.2% | +6.8% |
| 6M | -7.0% | +4.0% | -11.0% | -8.7% |
| YTD | -9.5% | -11.5% | +2.1% | -8.1% |
| 1Y | +6.2% | -13.0% | +19.2% | +8.1% |
| 3Y | +20.7% | +66.9% | -46.2% | -3.3% |
| 5Y | +103.6% | +45.0% | +58.6% | +56.8% |
| All | +103.6% | +45.8% | +57.9% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling