+205.4%
XOM vs CBRE
+379.0%
-173.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | +2.8% | -1.8% | +4.6% | +3.4% |
| 30D | -3.6% | +3.3% | -6.9% | -5.2% |
| 3M | +8.2% | -12.4% | +20.6% | +12.0% |
| 6M | +14.0% | -5.4% | +19.4% | +13.9% |
| YTD | +44.6% | -17.2% | +61.8% | +49.5% |
| 1Y | +47.8% | -13.1% | +60.9% | +49.7% |
| 3Y | +79.6% | +81.6% | -2.0% | +29.3% |
| 5Y | +214.3% | +26.4% | +187.9% | +156.0% |
| All | +205.4% | +379.0% | -173.6% | +53.7% |
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