+236.1%
ALNY vs CBRE
+407.4%
-171.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | -0.1% |
| 7D | -6.5% | -5.0% | -1.6% | -5.2% |
| 30D | +11.0% | -4.7% | +15.7% | +12.5% |
| 3M | -14.1% | +6.5% | -20.6% | -15.9% |
| 6M | -22.4% | +6.1% | -28.4% | -24.2% |
| YTD | -37.5% | -12.6% | -24.8% | -35.8% |
| 1Y | -46.9% | -15.3% | -31.6% | -45.1% |
| 3Y | +22.1% | +64.6% | -42.5% | +0.7% |
| 5Y | +31.2% | +45.0% | -13.8% | +10.0% |
| All | +236.1% | +407.4% | -171.3% | +59.8% |
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