+167.2%
XLE vs CBRE
+397.3%
-230.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -12.0% | +5.2% | -17.2% | -14.1% |
| 30D | -2.7% | +6.2% | -9.0% | -5.8% |
| 3M | +6.6% | -8.1% | +14.7% | +9.0% |
| 6M | +9.5% | -6.6% | +16.2% | +10.2% |
| YTD | +40.6% | -15.7% | +56.3% | +45.3% |
| 1Y | +43.6% | -9.7% | +53.3% | +43.3% |
| 3Y | +58.1% | +80.4% | -22.3% | +7.2% |
| 5Y | +152.2% | +27.0% | +125.2% | +97.9% |
| All | +167.2% | +397.3% | -230.1% | +15.9% |
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 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