-11.2%
CBRE vs ALLE
+14.8%
-26.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +3.1% | +25.9% | -22.9% | -3.0% |
| 3M | -6.4% | +14.9% | -21.2% | -9.5% |
| 6M | -7.9% | +42.1% | -50.0% | -16.1% |
| YTD | -16.2% | +20.4% | -36.6% | -21.5% |
| 1Y | -11.2% | +14.9% | -26.1% | -13.9% |
| All | -11.2% | +14.8% | -26.1% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling