+815.4%
XLY vs CBRE
+2,078.8%
-1,263.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -3.9% | -7.2% | +3.4% | -2.0% |
| 30D | -6.1% | -6.4% | +0.3% | -4.6% |
| 3M | -1.2% | +2.9% | -4.1% | -2.1% |
| 6M | -1.8% | +2.5% | -4.3% | -2.8% |
| YTD | -5.9% | -14.2% | +8.3% | -3.1% |
| 1Y | -3.1% | -15.1% | +12.0% | 0.0% |
| 3Y | +36.0% | +61.9% | -25.9% | +18.2% |
| 5Y | +27.6% | +42.4% | -14.8% | +14.1% |
| 10Y | +216.8% | +395.1% | -178.3% | +105.8% |
| All | +815.4% | +2,078.8% | -1,263.3% | +272.9% |
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