+42.4%
XLE vs CBRE
-11.8%
+54.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.8% |
| 7D | -0.2% | -4.6% | +4.4% | -0.8% |
| 30D | -4.0% | +3.0% | -7.0% | -3.5% |
| 3M | +4.6% | -8.7% | +13.4% | +3.9% |
| 6M | +12.3% | -7.9% | +20.2% | +11.9% |
| YTD | +44.5% | -16.3% | +60.8% | +41.5% |
| 1Y | +42.4% | -13.1% | +55.5% | +38.5% |
| All | +42.4% | -11.8% | +54.2% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling