-0.7%
XRT vs CBRE
+45.8%
-46.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -0.3% |
| 7D | -0.3% | -1.5% | +1.3% | +0.4% |
| 30D | -5.6% | -4.0% | -1.6% | -4.0% |
| 3M | +2.5% | +8.0% | -5.5% | -2.0% |
| 6M | +3.7% | +4.0% | -0.3% | +0.6% |
| YTD | +1.0% | -11.5% | +12.5% | +5.1% |
| 1Y | -1.2% | -13.0% | +11.8% | +3.6% |
| 3Y | +43.4% | +66.9% | -23.5% | -0.5% |
| 5Y | -0.7% | +45.0% | -45.8% | -28.6% |
| All | -0.7% | +45.8% | -46.5% | -28.6% |
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