+101.2%
CBRE vs ABCL
-81.2%
+182.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.5% |
| 7D | -1.8% | -3.3% | +1.5% | -1.5% |
| 30D | +3.3% | -7.1% | +10.4% | +3.6% |
| 3M | -12.4% | +4.7% | -17.1% | -13.4% |
| 6M | -5.4% | +140.9% | -146.2% | -14.9% |
| YTD | -17.2% | +236.0% | -253.2% | -28.7% |
| 1Y | -13.1% | +217.4% | -230.5% | -24.8% |
| 3Y | +81.6% | +188.7% | -107.1% | +51.6% |
| 5Y | +26.4% | -23.5% | +49.9% | +11.4% |
| All | +101.2% | -81.2% | +182.4% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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