+569.2%
XLB vs CBRE
+2,028.3%
-1,459.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | +6.9% | +3.1% | +3.9% | +5.9% |
| 3M | -0.2% | -6.4% | +6.2% | +1.2% |
| 6M | +3.3% | -7.9% | +11.2% | +4.8% |
| YTD | +18.0% | -16.2% | +34.2% | +22.0% |
| 1Y | +24.2% | -11.2% | +35.4% | +26.4% |
| 3Y | +44.7% | +83.4% | -38.7% | +19.9% |
| 5Y | +31.6% | +28.4% | +3.1% | +18.6% |
| 10Y | +164.2% | +386.8% | -222.6% | +66.8% |
| All | +569.2% | +2,028.3% | -1,459.1% | +167.9% |
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