-11.2%
CBRE vs ABCL
+198.8%
-210.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -0.5% | +2.3% | -2.8% | -0.7% |
| 30D | +3.1% | -0.7% | +3.7% | +2.9% |
| 3M | -6.4% | +33.4% | -39.8% | -8.4% |
| 6M | -7.9% | +137.8% | -145.7% | -15.8% |
| YTD | -16.2% | +264.3% | -280.5% | -29.7% |
| 1Y | -11.2% | +209.2% | -220.4% | -23.3% |
| All | -11.2% | +198.8% | -210.0% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling