+81.6%
CBRE vs ALLE
+94.0%
-12.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -1.8% | +3.6% | -5.3% | -3.2% |
| 30D | +3.3% | +25.9% | -22.6% | -6.8% |
| 3M | -12.4% | +15.8% | -28.1% | -17.9% |
| 6M | -5.4% | +48.1% | -53.4% | -21.5% |
| YTD | -17.2% | +22.0% | -39.2% | -25.0% |
| 1Y | -13.1% | +18.0% | -31.1% | -19.9% |
| 3Y | +81.6% | +93.1% | -11.5% | +21.5% |
| All | +81.6% | +94.0% | -12.4% | +21.5% |
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