+215.2%
XLY vs CBRE
+407.4%
-192.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.1% |
| 7D | -1.7% | -5.0% | +3.3% | +0.4% |
| 30D | -4.2% | -4.7% | +0.5% | -2.4% |
| 3M | -2.7% | +6.5% | -9.2% | -5.7% |
| 6M | -0.6% | +6.1% | -6.7% | -3.9% |
| YTD | -5.0% | -12.6% | +7.6% | -1.4% |
| 1Y | -4.1% | -15.3% | +11.2% | +0.7% |
| 3Y | +33.6% | +64.6% | -31.0% | +3.5% |
| 5Y | +28.7% | +45.0% | -16.3% | +3.3% |
| All | +215.2% | +407.4% | -192.2% | +60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling