+58.8%
XOM vs CBRE
+63.2%
-4.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.3% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | +3.4% | -3.0% | +6.4% | +3.5% |
| 3M | +11.0% | +2.6% | +8.4% | +10.4% |
| 6M | +10.6% | +2.0% | +8.6% | +9.8% |
| YTD | +39.2% | -13.1% | +52.3% | +40.5% |
| 1Y | +52.7% | -13.8% | +66.6% | +54.1% |
| All | +58.8% | +63.2% | -4.4% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling