+513.3%
XRT vs CBRE
+550.7%
-37.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +0.8% | -2.0% | +2.8% | +1.3% |
| 30D | -4.2% | -2.2% | -2.0% | -3.7% |
| 3M | +5.1% | +12.9% | -7.8% | +1.2% |
| 6M | +2.4% | +4.3% | -1.9% | +0.7% |
| YTD | +3.2% | -8.0% | +11.2% | +4.6% |
| 1Y | +1.5% | -8.6% | +10.1% | +3.0% |
| 3Y | +40.6% | +71.9% | -31.3% | +18.1% |
| 5Y | -1.0% | +50.0% | -51.0% | -13.8% |
| 10Y | +128.4% | +390.1% | -261.6% | +41.2% |
| All | +513.3% | +550.7% | -37.4% | +168.0% |
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