+178.5%
EXE vs CBRE
+118.8%
+59.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.3% | -2.0% | +1.7% | +0.1% |
| 30D | +8.5% | -2.2% | +10.6% | +8.8% |
| 3M | +5.5% | +12.9% | -7.4% | +1.9% |
| 6M | -5.9% | +4.3% | -10.2% | -7.6% |
| YTD | -9.7% | -8.0% | -1.7% | -9.1% |
| 1Y | +3.6% | -8.6% | +12.1% | +4.2% |
| 3Y | +18.0% | +71.9% | -53.8% | -6.4% |
| 5Y | +109.4% | +50.0% | +59.4% | +65.1% |
| All | +178.5% | +118.8% | +59.7% | +105.1% |
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