+2,317.2%
CBRE vs ALK
+731.1%
+1,586.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.3% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -2.2% | -19.2% | +17.0% | +8.1% |
| 3M | +12.9% | -1.5% | +14.4% | +11.6% |
| 6M | +4.3% | -13.1% | +17.4% | +7.0% |
| YTD | -8.0% | -16.4% | +8.4% | -4.7% |
| 1Y | -8.6% | -33.1% | +24.5% | +4.3% |
| 3Y | +71.9% | +0.6% | +71.3% | +45.0% |
| 5Y | +50.0% | -26.4% | +76.4% | +43.0% |
| 10Y | +390.1% | -34.2% | +424.2% | +313.3% |
| All | +2,317.2% | +731.1% | +1,586.1% | +306.8% |
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 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