+653.3%
XOM vs CBRE
+2,234.5%
-1,581.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +1.8% | -2.0% | +3.7% | +2.1% |
| 30D | +5.9% | -2.2% | +8.0% | +6.1% |
| 3M | +5.6% | +12.9% | -7.3% | +2.5% |
| 6M | +7.9% | +4.3% | +3.5% | +6.0% |
| YTD | +35.2% | -8.0% | +43.2% | +35.7% |
| 1Y | +46.0% | -8.6% | +54.5% | +46.5% |
| 3Y | +55.0% | +71.9% | -16.9% | +34.6% |
| 5Y | +246.3% | +50.0% | +196.3% | +204.8% |
| 10Y | +181.0% | +390.1% | -209.1% | +95.2% |
| All | +653.3% | +2,234.5% | -1,581.2% | +227.7% |
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 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