-13.1%
CBRE vs ALC
-4.7%
-8.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.8% |
| 7D | -4.6% | -6.3% | +1.6% | -1.9% |
| 30D | +3.0% | +12.6% | -9.6% | -1.9% |
| 3M | -8.7% | -3.8% | -4.9% | -7.3% |
| 6M | -7.9% | +16.8% | -24.7% | -13.4% |
| YTD | -16.3% | -7.6% | -8.7% | -13.0% |
| 1Y | -13.1% | -5.9% | -7.2% | -10.9% |
| All | -13.1% | -4.7% | -8.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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