+935.1%
XEL vs CBRE
+2,234.5%
-1,299.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.0% | -2.0% | +1.0% | -0.7% |
| 30D | -1.9% | -2.2% | +0.3% | -1.7% |
| 3M | -1.9% | +12.9% | -14.8% | -3.4% |
| 6M | -7.4% | +4.3% | -11.8% | -8.1% |
| YTD | +4.1% | -8.0% | +12.1% | +4.5% |
| 1Y | +8.0% | -8.6% | +16.6% | +8.5% |
| 3Y | +48.4% | +71.9% | -23.5% | +37.2% |
| 5Y | +27.2% | +50.0% | -22.8% | +18.5% |
| 10Y | +146.8% | +390.1% | -243.2% | +97.6% |
| All | +935.1% | +2,234.5% | -1,299.4% | +545.7% |
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 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