+2,115.4%
CBRE vs ALK
+669.8%
+1,445.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +5.2% | +9.0% | -3.9% | +0.8% |
| 30D | +6.2% | -1.6% | +7.9% | +6.7% |
| 3M | -8.1% | -23.2% | +15.1% | +3.6% |
| 6M | -6.6% | -3.9% | -2.8% | -7.7% |
| YTD | -15.7% | -22.6% | +6.9% | -9.8% |
| 1Y | -9.7% | -5.3% | -4.3% | -13.1% |
| 3Y | +80.4% | +18.6% | +61.8% | +38.9% |
| 5Y | +27.0% | -34.4% | +61.4% | +28.5% |
| 10Y | +412.9% | -40.8% | +453.7% | +355.8% |
| All | +2,115.4% | +669.8% | +1,445.6% | +285.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling