+170.7%
XLE vs CBRE
+378.3%
-207.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +2.7% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | +12.6% | -4.0% | +16.6% | +14.0% |
| 3M | +11.8% | +8.0% | +3.8% | +6.8% |
| 6M | +16.1% | +4.0% | +12.1% | +11.7% |
| YTD | +46.9% | -11.5% | +58.4% | +50.0% |
| 1Y | +53.3% | -13.0% | +66.3% | +57.1% |
| 3Y | +54.9% | +66.9% | -12.0% | +10.5% |
| 5Y | +225.7% | +45.0% | +180.7% | +140.1% |
| 10Y | +170.7% | +385.0% | -214.4% | +11.4% |
| All | +170.7% | +378.3% | -207.7% | +11.4% |
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