+74.7%
CBRE vs ALHC
-61.8%
+136.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.0% |
| 7D | +1.0% | +3.9% | -2.8% | +0.7% |
| 30D | +5.6% | -3.6% | +9.3% | +5.8% |
| 3M | -6.8% | -49.4% | +42.7% | -1.6% |
| 6M | -5.6% | -59.5% | +53.9% | +0.7% |
| YTD | -14.1% | -63.2% | +49.1% | -8.0% |
| 1Y | -9.5% | -55.5% | +46.0% | -4.7% |
| 3Y | +91.8% | +23.0% | +68.8% | +75.2% |
| 5Y | +30.3% | -65.7% | +96.0% | +26.8% |
| All | +74.7% | -61.8% | +136.5% | +65.0% |
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