+83.0%
ALB vs CBRE
+378.3%
-295.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +4.8% |
| 7D | -4.4% | -1.5% | -2.9% | -3.9% |
| 30D | -1.2% | -4.0% | +2.8% | +0.5% |
| 3M | -13.3% | +8.0% | -21.3% | -18.7% |
| 6M | -19.8% | +4.0% | -23.7% | -23.5% |
| YTD | -7.9% | -11.5% | +3.6% | -4.8% |
| 1Y | +60.2% | -13.0% | +73.2% | +66.7% |
| 3Y | -26.4% | +66.9% | -93.3% | -49.8% |
| 5Y | -42.5% | +45.0% | -87.6% | -57.7% |
| 10Y | +83.0% | +385.0% | -302.0% | -21.5% |
| All | +83.0% | +378.3% | -295.3% | -21.5% |
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