+249.6%
ALAB vs CBRE
+48.6%
+201.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.0% | +11.8% | +12.8% |
| 7D | -5.6% | +1.0% | -6.6% | -5.7% |
| 30D | -36.6% | +5.6% | -42.3% | -38.2% |
| 3M | -35.1% | -6.8% | -28.3% | -33.2% |
| 6M | +8.5% | -5.6% | +14.1% | +9.5% |
| YTD | +30.4% | -14.1% | +44.4% | +41.5% |
| 1Y | +31.0% | -9.5% | +40.5% | +37.6% |
| All | +249.6% | +48.6% | +201.0% | +159.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling