+42.0%
XLP vs CBRE
+26.4%
+15.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +0.7% | +5.2% | -4.4% | -0.1% |
| 30D | +10.3% | +6.2% | +4.0% | +9.0% |
| 3M | +6.5% | -8.1% | +14.6% | +7.8% |
| 6M | +8.4% | -6.6% | +15.0% | +9.2% |
| YTD | +18.2% | -15.7% | +33.9% | +20.5% |
| 1Y | +22.4% | -9.7% | +32.1% | +23.0% |
| 3Y | +41.9% | +80.4% | -38.5% | +21.0% |
| All | +42.0% | +26.4% | +15.6% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling