+859.2%
XLI vs CBRE
+2,234.5%
-1,375.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.1% | -2.0% | +0.9% | -0.6% |
| 30D | -5.9% | -2.2% | -3.8% | -5.6% |
| 3M | -0.3% | +12.9% | -13.2% | -3.6% |
| 6M | +0.1% | +4.3% | -4.2% | -1.5% |
| YTD | +13.6% | -8.0% | +21.6% | +14.6% |
| 1Y | +17.2% | -8.6% | +25.7% | +18.3% |
| 3Y | +68.2% | +71.9% | -3.7% | +43.8% |
| 5Y | +80.7% | +50.0% | +30.7% | +58.1% |
| 10Y | +253.3% | +390.1% | -136.8% | +132.1% |
| All | +859.2% | +2,234.5% | -1,375.3% | +319.8% |
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