+193.5%
CBRE vs ALC
+24.0%
+169.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.7% |
| 7D | -2.0% | -2.1% | +0.1% | -0.8% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | +12.9% | +5.9% | +7.0% | +8.9% |
| 6M | +4.3% | -15.9% | +20.2% | +14.2% |
| YTD | -8.0% | -10.1% | +2.1% | -3.3% |
| 1Y | -8.6% | -10.2% | +1.7% | -4.1% |
| 3Y | +71.9% | -13.6% | +85.4% | +79.1% |
| 5Y | +50.0% | -15.1% | +65.1% | +54.2% |
| All | +193.5% | +24.0% | +169.5% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling