+50.9%
CBRE vs ALC
-16.0%
+66.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.5% |
| 7D | -2.0% | -2.1% | +0.1% | -0.9% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | +12.9% | +5.9% | +7.0% | +9.4% |
| 6M | +4.3% | -15.9% | +20.2% | +13.3% |
| YTD | -8.0% | -10.1% | +2.1% | -3.7% |
| 1Y | -8.6% | -10.2% | +1.7% | -4.4% |
| 3Y | +71.9% | -13.6% | +85.4% | +78.8% |
| All | +50.9% | -16.0% | +66.9% | +49.2% |
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