+533.2%
XYZ vs CBRE
+310.2%
+223.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -1.0% | -2.0% | +1.0% | +0.3% |
| 30D | -1.7% | -2.2% | +0.5% | -0.5% |
| 3M | +16.7% | +12.9% | +3.8% | +6.4% |
| 6M | +26.9% | +4.3% | +22.5% | +21.6% |
| YTD | +27.1% | -8.0% | +35.2% | +32.6% |
| 1Y | +9.3% | -8.6% | +17.8% | +13.9% |
| 3Y | +42.3% | +71.9% | -29.6% | -7.8% |
| 5Y | -69.3% | +50.0% | -119.3% | -77.6% |
| 10Y | +586.8% | +390.1% | +196.7% | +155.1% |
| All | +533.2% | +310.2% | +223.0% | +126.2% |
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