+697.7%
XLU vs CBRE
+2,146.2%
-1,448.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.6% | +1.4% |
| 7D | +2.1% | -1.5% | +3.6% | +2.3% |
| 30D | -0.4% | -4.0% | +3.6% | +0.1% |
| 3M | +0.5% | +8.0% | -7.5% | -0.8% |
| 6M | -5.8% | +4.0% | -9.8% | -6.6% |
| YTD | +3.1% | -11.5% | +14.7% | +4.2% |
| 1Y | +8.1% | -13.0% | +21.1% | +9.3% |
| 3Y | +50.5% | +66.9% | -16.4% | +38.2% |
| 5Y | +44.7% | +45.0% | -0.3% | +34.2% |
| 10Y | +136.8% | +385.0% | -248.2% | +85.2% |
| All | +697.7% | +2,146.2% | -1,448.6% | +379.6% |
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 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