+71.3%
CBRE vs ALHC
-61.5%
+132.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | +5.2% | +1.0% | +4.2% | +5.0% |
| 30D | +6.2% | -14.2% | +20.4% | +7.4% |
| 3M | -8.1% | -45.1% | +37.0% | -3.7% |
| 6M | -6.6% | -59.5% | +52.9% | -0.5% |
| YTD | -15.7% | -62.8% | +47.1% | -9.8% |
| 1Y | -9.7% | -55.5% | +45.8% | -4.9% |
| 3Y | +80.4% | +25.7% | +54.7% | +64.4% |
| 5Y | +27.0% | -66.8% | +93.8% | +23.7% |
| All | +71.3% | -61.5% | +132.8% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling