+39.5%
EXPE vs CBRE
+26.4%
+13.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.2% | -4.4% |
| 7D | -9.3% | +5.2% | -14.5% | -11.9% |
| 30D | +0.1% | +6.2% | -6.1% | -3.5% |
| 3M | -15.3% | -8.1% | -7.2% | -10.2% |
| 6M | +5.5% | -6.6% | +12.1% | +10.2% |
| YTD | -8.0% | -15.7% | +7.8% | +2.0% |
| 1Y | +18.9% | -9.7% | +28.5% | +25.7% |
| 3Y | +135.5% | +80.4% | +55.1% | +39.6% |
| All | +39.5% | +26.4% | +13.1% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling