+49.0%
XEL vs CBRE
+26.1%
+22.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.4% | -1.8% | +4.2% | +2.7% |
| 30D | +8.3% | +3.3% | +5.0% | +7.5% |
| 3M | +4.2% | -12.4% | +16.5% | +6.3% |
| 6M | +3.7% | -5.4% | +9.1% | +4.2% |
| YTD | +13.1% | -17.2% | +30.3% | +15.5% |
| 1Y | +5.0% | -13.1% | +18.1% | +6.2% |
| 3Y | +55.0% | +81.6% | -26.6% | +30.9% |
| All | +49.0% | +26.1% | +22.9% | +28.8% |
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 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