+365.7%
ALAB vs CBRE
+53.0%
+312.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.8% | -3.2% | -5.1% |
| 7D | +3.2% | -1.5% | +4.7% | +4.0% |
| 30D | -13.6% | -4.0% | -9.6% | -12.3% |
| 3M | -16.6% | +8.0% | -24.6% | -22.2% |
| 6M | +142.3% | +4.0% | +138.4% | +129.1% |
| YTD | +73.6% | -11.5% | +85.2% | +85.9% |
| 1Y | +33.7% | -13.0% | +46.7% | +44.2% |
| All | +365.7% | +53.0% | +312.7% | +241.3% |
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 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