+386.9%
CBRE vs ALK
-41.4%
+428.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.3% |
| 7D | -4.6% | +2.6% | -7.2% | -5.6% |
| 30D | +3.0% | +7.8% | -4.8% | -0.2% |
| 3M | -8.7% | -15.2% | +6.5% | -3.4% |
| 6M | -7.9% | +5.0% | -12.9% | -11.5% |
| YTD | -16.3% | -18.4% | +2.1% | -13.0% |
| 1Y | -13.1% | -2.4% | -10.7% | -16.3% |
| 3Y | +83.1% | +19.8% | +63.4% | +48.5% |
| 5Y | +27.7% | -27.8% | +55.5% | +25.9% |
| 10Y | +386.9% | -42.0% | +428.9% | +289.8% |
| All | +386.9% | -41.4% | +428.3% | +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