+150.1%
EXE vs CBRE
+99.5%
+50.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.8% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -0.3% | +3.1% | -3.4% | -1.3% |
| 3M | -9.3% | -6.4% | -3.0% | -8.4% |
| 6M | -7.2% | -7.9% | +0.7% | -6.3% |
| YTD | -18.9% | -16.2% | -2.7% | -16.9% |
| 1Y | -21.7% | -11.2% | -10.5% | -21.3% |
| 3Y | +21.0% | +83.4% | -62.4% | -7.9% |
| 5Y | +76.0% | +28.4% | +47.5% | +45.1% |
| All | +150.1% | +99.5% | +50.6% | +87.5% |
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 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