+72.2%
CBRE vs ALLE
+42.6%
+29.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -2.0% | -0.2% | -1.7% | -1.9% |
| 30D | -2.2% | -6.8% | +4.6% | +1.2% |
| 3M | +12.9% | +21.0% | -8.1% | +2.2% |
| 6M | +4.3% | +1.1% | +3.2% | +3.4% |
| YTD | -8.0% | -0.5% | -7.5% | -8.8% |
| 1Y | -8.6% | -7.3% | -1.3% | -5.7% |
| All | +72.2% | +42.6% | +29.6% | +22.7% |
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