+289.4%
XLF vs CBRE
+1,992.7%
-1,703.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +1.2% | -2.8% | +4.0% | +2.3% |
| 30D | +6.2% | +2.2% | +4.0% | +5.1% |
| 3M | +0.9% | -10.1% | +10.9% | +4.4% |
| 6M | +13.6% | -8.0% | +21.6% | +16.0% |
| YTD | +7.6% | -17.6% | +25.2% | +13.4% |
| 1Y | +10.2% | -14.7% | +24.9% | +14.6% |
| 3Y | +79.8% | +80.4% | -0.5% | +37.9% |
| 5Y | +58.0% | +25.9% | +32.1% | +36.7% |
| 10Y | +222.8% | +379.5% | -156.7% | +64.9% |
| All | +289.4% | +1,992.7% | -1,703.4% | +7.2% |
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