+120.8%
EXPE vs CBRE
+82.7%
+38.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -0.5% | -1.8% | +1.3% | +0.5% |
| 30D | -6.1% | +3.3% | -9.4% | -7.4% |
| 3M | -21.3% | -12.4% | -9.0% | -15.4% |
| 6M | +19.0% | -5.4% | +24.4% | +22.8% |
| YTD | -8.4% | -17.2% | +8.8% | +0.8% |
| 1Y | -2.8% | -13.1% | +10.3% | +4.4% |
| 3Y | +120.8% | +81.6% | +39.2% | +74.0% |
| All | +120.8% | +82.7% | +38.0% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling