+672.5%
XLV vs CBRE
+2,118.6%
-1,446.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -3.6% | -5.0% | +1.4% | -2.8% |
| 30D | -1.8% | -4.7% | +2.8% | -1.2% |
| 3M | +7.8% | +6.5% | +1.3% | +6.7% |
| 6M | +9.1% | +6.1% | +3.1% | +7.9% |
| YTD | +7.7% | -12.6% | +20.3% | +9.2% |
| 1Y | +20.4% | -15.3% | +35.7% | +22.6% |
| 3Y | +30.8% | +64.6% | -33.8% | +19.8% |
| 5Y | +34.6% | +45.0% | -10.4% | +24.5% |
| 10Y | +173.4% | +404.2% | -230.8% | +109.6% |
| All | +672.5% | +2,118.6% | -1,446.1% | +325.8% |
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