+561.0%
XLB vs CBRE
+2,234.5%
-1,673.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.4% | -2.0% | +0.6% | -0.9% |
| 30D | -0.4% | -2.2% | +1.8% | 0.0% |
| 3M | +2.0% | +12.9% | -10.9% | -1.6% |
| 6M | +1.8% | +4.3% | -2.5% | +0.1% |
| YTD | +16.6% | -8.0% | +24.6% | +17.8% |
| 1Y | +16.9% | -8.6% | +25.5% | +18.3% |
| 3Y | +32.6% | +71.9% | -39.3% | +11.8% |
| 5Y | +35.6% | +50.0% | -14.4% | +17.6% |
| 10Y | +160.0% | +390.1% | -230.0% | +63.6% |
| All | +561.0% | +2,234.5% | -1,673.5% | +158.9% |
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