+167.7%
XLB vs CBRE
+421.6%
-253.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.1% |
| 7D | -1.4% | +1.0% | -2.4% | -1.8% |
| 30D | +7.1% | +5.6% | +1.5% | +4.4% |
| 3M | +0.6% | -6.8% | +7.4% | +2.8% |
| 6M | +3.5% | -5.6% | +9.1% | +4.7% |
| YTD | +18.2% | -14.1% | +32.3% | +22.8% |
| 1Y | +25.6% | -9.5% | +35.1% | +27.5% |
| 3Y | +46.7% | +91.8% | -45.1% | +3.6% |
| 5Y | +30.9% | +30.3% | +0.6% | +7.3% |
| 10Y | +167.7% | +406.9% | -239.1% | +29.1% |
| All | +167.7% | +421.6% | -253.8% | +29.1% |
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