+1,099.9%
ALB vs CBRE
+2,234.5%
-1,134.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -4.2% |
| 7D | -8.1% | -2.0% | -6.1% | -7.6% |
| 30D | +6.3% | -2.2% | +8.5% | +6.7% |
| 3M | -23.6% | +12.9% | -36.5% | -27.3% |
| 6M | -24.6% | +4.3% | -28.9% | -26.5% |
| YTD | -10.3% | -8.0% | -2.2% | -9.3% |
| 1Y | +61.5% | -8.6% | +70.0% | +63.3% |
| 3Y | -34.0% | +71.9% | -105.9% | -46.2% |
| 5Y | -44.6% | +50.0% | -94.6% | -52.5% |
| 10Y | +76.1% | +390.1% | -314.0% | +3.6% |
| All | +1,099.9% | +2,234.5% | -1,134.6% | +283.4% |
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