+159.6%
XLB vs CBRE
+378.3%
-218.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.6% |
| 7D | -0.2% | -1.5% | +1.3% | +0.3% |
| 30D | -1.7% | -4.0% | +2.3% | -0.4% |
| 3M | +4.4% | +8.0% | -3.7% | +0.4% |
| 6M | +5.0% | +4.0% | +1.1% | +2.3% |
| YTD | +15.5% | -11.5% | +27.0% | +19.0% |
| 1Y | +14.9% | -13.0% | +27.9% | +19.1% |
| 3Y | +34.5% | +66.9% | -32.4% | +1.6% |
| 5Y | +36.5% | +45.0% | -8.5% | +7.2% |
| 10Y | +159.6% | +385.0% | -225.4% | +22.0% |
| All | +159.6% | +378.3% | -218.7% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling