+80.4%
CBRE vs ALC
+2.3%
+78.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.3% |
| 7D | +5.2% | +4.9% | +0.3% | +3.0% |
| 30D | +6.2% | +19.0% | -12.7% | -1.7% |
| 3M | -8.1% | +7.8% | -15.9% | -11.3% |
| 6M | -6.6% | +14.6% | -21.2% | -12.5% |
| YTD | -15.7% | -4.4% | -11.3% | -14.5% |
| 1Y | -9.7% | +1.4% | -11.1% | -10.9% |
| 3Y | +80.4% | +2.5% | +77.9% | +73.6% |
| All | +80.4% | +2.3% | +78.1% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling