+702.0%
XOM vs CBRE
+1,992.7%
-1,290.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +2.1% |
| 7D | +2.7% | -2.8% | +5.5% | +3.3% |
| 30D | -2.5% | +2.2% | -4.7% | -3.2% |
| 3M | +7.0% | -10.1% | +17.0% | +8.6% |
| 6M | +14.2% | -8.0% | +22.2% | +14.9% |
| YTD | +43.9% | -17.6% | +61.5% | +47.0% |
| 1Y | +47.9% | -14.7% | +62.6% | +49.9% |
| 3Y | +80.6% | +80.4% | +0.2% | +54.7% |
| 5Y | +212.8% | +25.9% | +186.9% | +184.0% |
| 10Y | +202.6% | +379.5% | -176.9% | +110.9% |
| All | +702.0% | +1,992.7% | -1,290.8% | +255.0% |
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