+128.8%
XLP vs CBRE
+421.6%
-292.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | +0.1% | +1.0% | -1.0% | -0.1% |
| 30D | +8.9% | +5.6% | +3.3% | +7.6% |
| 3M | +7.5% | -6.8% | +14.2% | +8.7% |
| 6M | +9.4% | -5.6% | +15.0% | +10.2% |
| YTD | +19.3% | -14.1% | +33.3% | +21.5% |
| 1Y | +21.7% | -9.5% | +31.2% | +22.6% |
| 3Y | +44.0% | +91.8% | -47.8% | +21.0% |
| 5Y | +42.8% | +30.3% | +12.5% | +28.5% |
| 10Y | +128.8% | +406.9% | -278.1% | +59.0% |
| All | +128.8% | +421.6% | -292.8% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling