+124.6%
XLP vs CBRE
+397.3%
-272.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +0.7% | +5.2% | -4.4% | -0.3% |
| 30D | +10.3% | +6.2% | +4.0% | +8.8% |
| 3M | +6.5% | -8.1% | +14.6% | +8.0% |
| 6M | +8.4% | -6.6% | +15.0% | +9.3% |
| YTD | +18.2% | -15.7% | +33.9% | +20.9% |
| 1Y | +22.4% | -9.7% | +32.1% | +23.3% |
| 3Y | +41.9% | +80.4% | -38.5% | +20.8% |
| 5Y | +40.9% | +27.0% | +13.8% | +27.5% |
| All | +124.6% | +397.3% | -272.7% | +58.2% |
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