+152.6%
XRT vs CBRE
+421.6%
-269.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.8% |
| 7D | +2.5% | +1.0% | +1.4% | +2.1% |
| 30D | +10.3% | +5.6% | +4.7% | +7.4% |
| 3M | +2.4% | -6.8% | +9.1% | +5.1% |
| 6M | +10.0% | -5.6% | +15.6% | +11.7% |
| YTD | +9.5% | -14.1% | +23.6% | +14.8% |
| 1Y | +17.2% | -9.5% | +26.6% | +19.7% |
| 3Y | +62.0% | +91.8% | -29.8% | +13.2% |
| 5Y | -2.1% | +30.3% | -32.4% | -19.7% |
| 10Y | +152.6% | +406.9% | -254.3% | +10.0% |
| All | +152.6% | +421.6% | -269.0% | +10.0% |
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 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