+153.1%
EXPE vs CBRE
+378.3%
-225.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.8% | -4.1% | -5.5% |
| 7D | -9.8% | -1.5% | -8.2% | -8.9% |
| 30D | -11.5% | -4.0% | -7.5% | -9.3% |
| 3M | +21.7% | +8.0% | +13.7% | +15.9% |
| 6M | +10.4% | +4.0% | +6.4% | +7.1% |
| YTD | -2.5% | -11.5% | +9.0% | +3.7% |
| 1Y | +27.3% | -13.0% | +40.3% | +37.0% |
| 3Y | +153.5% | +66.9% | +86.6% | +73.8% |
| 5Y | +91.1% | +45.0% | +46.0% | +41.8% |
| 10Y | +153.1% | +385.0% | -231.9% | +11.2% |
| All | +153.1% | +378.3% | -225.2% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling