-3.9%
EXPE vs CBRE
-13.9%
+10.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.4% |
| 7D | -4.2% | -2.8% | -1.4% | -2.5% |
| 30D | -4.5% | +2.2% | -6.7% | -5.2% |
| 3M | -19.7% | -10.1% | -9.6% | -14.2% |
| 6M | +18.3% | -8.0% | +26.3% | +24.8% |
| YTD | -7.3% | -17.6% | +10.2% | +3.6% |
| 1Y | -3.9% | -14.7% | +10.8% | +3.7% |
| All | -3.9% | -13.9% | +10.0% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling