-68.9%
XYZ vs CBRE
+50.7%
-119.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | -1.0% | -2.0% | +1.0% | +0.6% |
| 30D | -1.7% | -2.2% | +0.5% | -0.2% |
| 3M | +16.7% | +12.9% | +3.8% | +3.1% |
| 6M | +26.9% | +4.3% | +22.5% | +19.6% |
| YTD | +27.1% | -8.0% | +35.2% | +33.6% |
| 1Y | +9.3% | -8.6% | +17.8% | +14.5% |
| 3Y | +42.3% | +71.9% | -29.6% | -30.3% |
| All | -68.9% | +50.7% | -119.6% | -82.9% |
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