+30.5%
XEL vs CBRE
+39.8%
-9.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -1.2% | -7.2% | +6.0% | 0.0% |
| 30D | -2.9% | -6.4% | +3.5% | -1.9% |
| 3M | -2.7% | +2.9% | -5.6% | -3.4% |
| 6M | -6.5% | +2.5% | -9.0% | -7.4% |
| YTD | +3.6% | -14.2% | +17.8% | +5.4% |
| 1Y | +7.5% | -15.1% | +22.6% | +9.4% |
| 3Y | +46.3% | +61.9% | -15.5% | +27.6% |
| 5Y | +30.5% | +42.4% | -11.9% | +11.7% |
| All | +30.5% | +39.8% | -9.2% | +11.7% |
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 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