+688.7%
XLE vs CBRE
+2,234.5%
-1,545.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +2.2% | -2.0% | +4.2% | +2.7% |
| 30D | +11.8% | -2.2% | +14.0% | +12.1% |
| 3M | +9.8% | +12.9% | -3.1% | +5.6% |
| 6M | +15.6% | +4.3% | +11.3% | +12.9% |
| YTD | +45.3% | -8.0% | +53.3% | +45.9% |
| 1Y | +48.3% | -8.6% | +56.9% | +48.9% |
| 3Y | +55.4% | +71.9% | -16.4% | +28.6% |
| 5Y | +216.1% | +50.0% | +166.1% | +167.0% |
| 10Y | +178.4% | +390.1% | -211.7% | +71.4% |
| All | +688.7% | +2,234.5% | -1,545.8% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling