+554.8%
XYZ vs CBRE
+274.0%
+280.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -1.6% |
| 7D | +12.6% | -0.5% | +13.1% | +13.4% |
| 30D | +10.8% | +3.1% | +7.7% | +8.5% |
| 3M | +8.4% | -6.4% | +14.7% | +13.0% |
| 6M | +14.3% | -7.9% | +22.2% | +19.6% |
| YTD | +31.5% | -16.2% | +47.6% | +46.2% |
| 1Y | +28.1% | -11.2% | +39.3% | +36.6% |
| 3Y | +66.2% | +83.4% | -17.2% | +2.4% |
| 5Y | -62.3% | +28.4% | -90.8% | -69.6% |
| 10Y | +634.6% | +386.8% | +247.8% | +181.3% |
| All | +554.8% | +274.0% | +280.8% | +149.3% |
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