+123.5%
CBRE vs ABCL
-81.3%
+204.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -2.2% | +93.1% | -95.3% | -8.7% |
| 3M | +12.9% | +79.4% | -66.5% | +5.5% |
| 6M | +4.3% | +214.9% | -210.6% | -8.5% |
| YTD | -8.0% | +234.2% | -242.3% | -20.3% |
| 1Y | -8.6% | +174.8% | -183.3% | -19.9% |
| 3Y | +71.9% | +104.5% | -32.6% | +48.1% |
| 5Y | +50.0% | -39.0% | +89.0% | +32.7% |
| All | +123.5% | -81.3% | +204.8% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling