+538.5%
XLP vs CBRE
+2,234.5%
-1,696.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.0% | -2.0% | +1.0% | -0.8% |
| 30D | -0.9% | -2.2% | +1.3% | -0.7% |
| 3M | +3.8% | +12.9% | -9.1% | +2.2% |
| 6M | -1.7% | +4.3% | -6.0% | -2.4% |
| YTD | +10.3% | -8.0% | +18.3% | +10.8% |
| 1Y | +7.8% | -8.6% | +16.4% | +8.3% |
| 3Y | +27.2% | +71.9% | -44.7% | +17.6% |
| 5Y | +32.5% | +50.0% | -17.5% | +23.5% |
| 10Y | +101.8% | +390.1% | -288.3% | +61.8% |
| All | +538.5% | +2,234.5% | -1,696.0% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling