+663.2%
XLE vs CBRE
+2,039.6%
-1,376.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -12.0% | +5.2% | -17.2% | -13.4% |
| 30D | -2.7% | +6.2% | -9.0% | -4.7% |
| 3M | +6.6% | -8.1% | +14.7% | +8.2% |
| 6M | +9.5% | -6.6% | +16.2% | +10.0% |
| YTD | +40.6% | -15.7% | +56.3% | +43.8% |
| 1Y | +43.6% | -9.7% | +53.3% | +43.9% |
| 3Y | +58.1% | +80.4% | -22.3% | +28.5% |
| 5Y | +152.2% | +27.0% | +125.2% | +121.8% |
| 10Y | +172.9% | +412.9% | -240.0% | +65.9% |
| All | +663.2% | +2,039.6% | -1,376.5% | +160.8% |
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 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