+65.8%
XLE vs CBRE
+84.7%
-18.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | -0.2% | -4.6% | +4.4% | +0.2% |
| 30D | -4.0% | +3.0% | -7.0% | -4.4% |
| 3M | +4.6% | -8.7% | +13.4% | +5.5% |
| 6M | +12.3% | -7.9% | +20.2% | +13.0% |
| YTD | +44.5% | -16.3% | +60.8% | +47.0% |
| 1Y | +42.4% | -13.1% | +55.5% | +43.3% |
| All | +65.8% | +84.7% | -18.9% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling