+66.9%
CBRE vs ALHC
+141.7%
-74.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | -1.5% | -1.0% | -0.6% | -1.5% |
| 30D | -4.0% | -6.3% | +2.3% | -3.6% |
| 3M | +8.0% | -12.3% | +20.3% | +8.2% |
| 6M | +4.0% | -27.0% | +31.0% | +5.0% |
| YTD | -11.5% | -31.8% | +20.3% | -10.4% |
| 1Y | -13.0% | -17.0% | +4.0% | -12.6% |
| 3Y | +66.9% | +159.8% | -93.0% | +59.8% |
| All | +66.9% | +141.7% | -74.8% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling