+61.0%
XLC vs CBRE
+79.1%
-18.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +4.9% | +5.2% | -0.3% | +3.6% |
| 30D | -5.8% | +6.2% | -12.0% | -7.3% |
| 3M | -5.4% | -8.1% | +2.7% | -3.7% |
| 6M | -10.2% | -6.6% | -3.5% | -9.1% |
| YTD | -10.2% | -15.7% | +5.6% | -7.4% |
| 1Y | -5.6% | -9.7% | +4.0% | -4.6% |
| 3Y | +61.0% | +80.4% | -19.4% | +40.2% |
| All | +61.0% | +79.1% | -18.1% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling