-13.1%
CBRE vs ALLE
+15.9%
-29.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -4.6% | -0.8% | -3.8% | -4.4% |
| 30D | +3.0% | +27.4% | -24.4% | -3.3% |
| 3M | -8.7% | +13.8% | -22.6% | -11.5% |
| 6M | -7.9% | +45.5% | -53.4% | -16.6% |
| YTD | -16.3% | +21.4% | -37.7% | -21.8% |
| 1Y | -13.1% | +15.4% | -28.5% | -16.3% |
| All | -13.1% | +15.9% | -29.0% | -16.3% |
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