+400.4%
ALAB vs CBRE
+59.0%
+341.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.6% | +10.4% | +10.0% |
| 7D | +7.2% | -2.0% | +9.2% | +8.1% |
| 30D | -2.5% | -2.2% | -0.3% | -2.0% |
| 3M | -13.3% | +12.9% | -26.2% | -20.9% |
| 6M | +172.8% | +4.3% | +168.5% | +159.1% |
| YTD | +86.6% | -8.0% | +94.6% | +96.0% |
| 1Y | +65.2% | -8.6% | +73.7% | +73.4% |
| All | +400.4% | +59.0% | +341.4% | +259.7% |
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 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