+91.8%
CBRE vs ALLE
+93.1%
-1.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.8% |
| 7D | +1.0% | -0.6% | +1.7% | +1.4% |
| 30D | +5.6% | +26.6% | -21.0% | -5.0% |
| 3M | -6.8% | +13.2% | -19.9% | -11.7% |
| 6M | -5.6% | +42.9% | -48.5% | -20.3% |
| YTD | -14.1% | +21.0% | -35.1% | -21.9% |
| 1Y | -9.5% | +15.2% | -24.6% | -15.5% |
| 3Y | +91.8% | +95.6% | -3.8% | +27.2% |
| All | +91.8% | +93.1% | -1.3% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling