+46.7%
XLU vs CBRE
+61.2%
-14.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -1.2% | -7.2% | +6.0% | -0.1% |
| 30D | -2.5% | -6.4% | +3.9% | -1.6% |
| 3M | -2.7% | +2.9% | -5.7% | -3.4% |
| 6M | -7.5% | +2.5% | -10.0% | -8.3% |
| YTD | +0.9% | -14.2% | +15.1% | +2.6% |
| 1Y | +3.3% | -15.1% | +18.4% | +5.1% |
| All | +46.7% | +61.2% | -14.5% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling