+27.8%
CBRE vs ABCL
-21.8%
+49.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.7% | -7.4% | -1.4% |
| 7D | +5.2% | -3.2% | +8.3% | +5.3% |
| 30D | +6.2% | -7.4% | +13.6% | +6.7% |
| 3M | -8.1% | +81.9% | -90.0% | -16.0% |
| 6M | -6.6% | +135.7% | -142.4% | -18.9% |
| YTD | -15.7% | +247.4% | -263.1% | -31.5% |
| 1Y | -9.7% | +162.3% | -171.9% | -23.9% |
| 3Y | +80.4% | +165.5% | -85.1% | +42.3% |
| All | +27.8% | -21.8% | +49.6% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling