+406.9%
CBRE vs ALK
-37.5%
+444.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | -0.7% |
| 7D | +1.0% | +8.9% | -7.9% | -2.3% |
| 30D | +5.6% | +5.9% | -0.3% | +3.0% |
| 3M | -6.8% | -16.5% | +9.8% | -0.7% |
| 6M | -5.6% | +2.1% | -7.7% | -8.3% |
| YTD | -14.1% | -17.1% | +3.0% | -11.2% |
| 1Y | -9.5% | -2.9% | -6.6% | -12.6% |
| 3Y | +91.8% | +24.5% | +67.3% | +53.0% |
| 5Y | +30.3% | -29.1% | +59.4% | +29.6% |
| 10Y | +406.9% | -39.1% | +446.0% | +289.8% |
| All | +406.9% | -37.5% | +444.3% | +289.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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