+494.1%
CBRE vs ALLE
+331.3%
+162.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -1.5% |
| 7D | +6.0% | 0.0% | +6.0% | +6.1% |
| 30D | +4.4% | +20.6% | -16.2% | -8.4% |
| 3M | -9.8% | +11.4% | -21.2% | -16.6% |
| 6M | -4.4% | +42.5% | -46.9% | -25.9% |
| YTD | -15.2% | +18.9% | -34.1% | -26.6% |
| 1Y | -9.1% | +14.2% | -23.3% | -19.2% |
| 3Y | +79.4% | +90.7% | -11.3% | +8.4% |
| 5Y | +27.8% | +52.5% | -24.7% | -11.1% |
| 10Y | +416.1% | +231.2% | +184.9% | +112.0% |
| All | +494.1% | +331.3% | +162.8% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling