+27.3%
CBRE vs ALC
-9.1%
+36.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -1.3% |
| 7D | -1.8% | -1.1% | -0.7% | -1.2% |
| 30D | +3.3% | +16.0% | -12.8% | -4.6% |
| 3M | -12.4% | +0.8% | -13.2% | -12.9% |
| 6M | -5.4% | +16.8% | -22.2% | -13.3% |
| YTD | -17.2% | -5.5% | -11.7% | -15.6% |
| 1Y | -13.1% | -5.3% | -7.8% | -11.6% |
| 3Y | +81.6% | +4.1% | +77.5% | +68.2% |
| All | +27.3% | -9.1% | +36.4% | +23.9% |
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