+152.1%
EXE vs CBRE
+99.2%
+52.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +1.5% | -4.6% | +6.1% | +2.5% |
| 30D | -0.2% | +3.0% | -3.2% | -1.1% |
| 3M | -9.2% | -8.7% | -0.5% | -7.8% |
| 6M | -7.2% | -7.9% | +0.7% | -6.3% |
| YTD | -18.3% | -16.3% | -2.0% | -16.3% |
| 1Y | -23.6% | -13.1% | -10.5% | -22.7% |
| 3Y | +21.9% | +83.1% | -61.2% | -7.2% |
| 5Y | +73.7% | +27.7% | +45.9% | +43.5% |
| All | +152.1% | +99.2% | +52.9% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling