+246.5%
XLF vs CBRE
+398.3%
-151.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -2.9% | -7.2% | +4.3% | +0.5% |
| 30D | -1.6% | -6.4% | +4.8% | +1.1% |
| 3M | +9.3% | +2.9% | +6.3% | +7.0% |
| 6M | +14.6% | +2.5% | +12.1% | +11.9% |
| YTD | +4.7% | -14.2% | +18.9% | +10.0% |
| 1Y | +8.6% | -15.1% | +23.8% | +14.5% |
| 3Y | +73.9% | +61.9% | +12.0% | +28.9% |
| 5Y | +65.0% | +42.4% | +22.6% | +27.5% |
| All | +246.5% | +398.3% | -151.8% | +46.6% |
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