+730.7%
EXPE vs CBRE
+845.4%
-114.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.2% | -4.6% |
| 7D | -9.3% | +5.2% | -14.5% | -10.7% |
| 30D | +0.1% | +6.2% | -6.1% | -1.8% |
| 3M | -15.3% | -8.1% | -7.2% | -12.4% |
| 6M | +5.5% | -6.6% | +12.1% | +8.3% |
| YTD | -8.0% | -15.7% | +7.8% | -2.3% |
| 1Y | +18.9% | -9.7% | +28.5% | +23.3% |
| 3Y | +135.5% | +80.4% | +55.1% | +88.3% |
| 5Y | +44.3% | +27.0% | +17.3% | +31.7% |
| 10Y | +117.7% | +412.9% | -295.2% | +24.9% |
| All | +730.7% | +845.4% | -114.7% | +190.8% |
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