-9.0%
CBRE vs ABCL
+199.8%
-208.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.3% | +1.7% |
| 7D | +1.0% | +12.4% | -11.4% | +0.5% |
| 30D | +5.6% | -0.4% | +6.0% | +5.5% |
| 3M | -6.8% | +80.4% | -87.1% | -10.6% |
| 6M | -5.6% | +138.5% | -144.1% | -13.7% |
| YTD | -14.1% | +265.5% | -279.6% | -27.9% |
| All | -9.0% | +199.8% | -208.8% | -21.4% |
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