+27.8%
CBRE vs ALC
-11.2%
+39.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.5% |
| 7D | +5.2% | +4.9% | +0.3% | +2.6% |
| 30D | +6.2% | +19.0% | -12.7% | -3.1% |
| 3M | -8.1% | +7.8% | -15.9% | -11.9% |
| 6M | -6.6% | +14.6% | -21.2% | -13.6% |
| YTD | -15.7% | -4.4% | -11.3% | -14.6% |
| 1Y | -9.7% | +1.4% | -11.1% | -11.5% |
| 3Y | +80.4% | +2.5% | +77.9% | +69.3% |
| All | +27.8% | -11.2% | +39.0% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling