+21.0%
XLP vs CBRE
-13.9%
+34.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -0.2% | -2.8% | +2.6% | +0.1% |
| 30D | +8.2% | +2.2% | +5.9% | +7.9% |
| 3M | +7.7% | -10.1% | +17.8% | +8.5% |
| 6M | +9.3% | -8.0% | +17.3% | +9.6% |
| YTD | +19.5% | -17.6% | +37.1% | +17.8% |
| 1Y | +21.0% | -14.7% | +35.7% | +18.3% |
| All | +21.0% | -13.9% | +34.9% | +18.3% |
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