+163.9%
XLE vs CBRE
+421.6%
-257.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | -0.3% |
| 7D | -7.9% | +1.0% | -8.9% | -8.4% |
| 30D | -4.8% | +5.6% | -10.5% | -7.6% |
| 3M | +8.4% | -6.8% | +15.1% | +10.1% |
| 6M | +12.7% | -5.6% | +18.2% | +12.9% |
| YTD | +41.3% | -14.1% | +55.4% | +44.9% |
| 1Y | +42.3% | -9.5% | +51.8% | +42.1% |
| 3Y | +65.1% | +91.8% | -26.7% | +8.7% |
| 5Y | +150.2% | +30.3% | +119.9% | +94.1% |
| 10Y | +163.9% | +406.9% | -242.9% | +13.6% |
| All | +163.9% | +421.6% | -257.7% | +13.6% |
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