+261.8%
XOM vs CBRE
+42.7%
+219.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.5% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | +3.4% | -3.0% | +6.4% | +3.7% |
| 3M | +11.0% | +2.6% | +8.4% | +10.0% |
| 6M | +10.6% | +2.0% | +8.6% | +9.4% |
| YTD | +39.2% | -13.1% | +52.3% | +41.2% |
| 1Y | +52.7% | -13.8% | +66.6% | +54.9% |
| 3Y | +56.8% | +63.9% | -7.1% | +35.1% |
| 5Y | +261.8% | +42.3% | +219.5% | +203.7% |
| All | +261.8% | +42.7% | +219.1% | +203.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling