+20.7%
XLK vs CBRE
-6.2%
+26.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.2% |
| 7D | -7.6% | +14.1% | -21.7% | -8.4% |
| 30D | -12.2% | +9.0% | -21.2% | -12.6% |
| 3M | -5.5% | -6.6% | +1.1% | -4.8% |
| 6M | +9.2% | +0.8% | +8.4% | +9.6% |
| YTD | +23.0% | -12.2% | +35.3% | +25.3% |
| 1Y | +20.7% | -6.8% | +27.5% | +21.3% |
| All | +20.7% | -6.2% | +26.9% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling