+80.9%
XLI vs CBRE
+42.7%
+38.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.9% |
| 7D | -0.6% | -1.7% | +1.1% | -0.1% |
| 30D | -6.9% | -3.0% | -4.0% | -6.2% |
| 3M | -1.9% | +2.6% | -4.6% | -3.4% |
| 6M | +1.0% | +2.0% | -1.0% | -0.6% |
| YTD | +11.3% | -13.1% | +24.5% | +14.9% |
| 1Y | +15.8% | -13.8% | +29.6% | +19.6% |
| 3Y | +69.8% | +63.9% | +5.9% | +32.4% |
| 5Y | +80.9% | +42.3% | +38.6% | +43.9% |
| All | +80.9% | +42.7% | +38.2% | +43.9% |
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