+173.9%
XLE vs CBRE
+387.8%
-213.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | -0.2% | -4.6% | +4.4% | +1.7% |
| 30D | -4.0% | +3.0% | -7.0% | -5.9% |
| 3M | +4.6% | -8.7% | +13.4% | +7.3% |
| 6M | +12.3% | -7.9% | +20.2% | +13.6% |
| YTD | +44.5% | -16.3% | +60.8% | +49.8% |
| 1Y | +42.4% | -13.1% | +55.5% | +44.7% |
| 3Y | +67.0% | +83.1% | -16.1% | +12.3% |
| 5Y | +161.9% | +27.7% | +134.2% | +104.6% |
| 10Y | +173.9% | +386.9% | -213.0% | +19.9% |
| All | +173.9% | +387.8% | -213.9% | +19.9% |
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