+69.9%
XLI vs CBRE
+26.1%
+43.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +3.8% | -1.8% | +5.5% | +4.4% |
| 30D | +1.0% | +3.3% | -2.3% | -0.3% |
| 3M | -8.9% | -12.4% | +3.4% | -5.3% |
| 6M | -2.3% | -5.4% | +3.1% | -1.6% |
| YTD | +9.7% | -17.2% | +26.9% | +14.7% |
| 1Y | +12.3% | -13.1% | +25.4% | +15.2% |
| 3Y | +71.5% | +81.6% | -10.1% | +27.0% |
| All | +69.9% | +26.1% | +43.7% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling