+544.2%
CBRE vs ALLE
+260.9%
+283.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.3% |
| 7D | -2.0% | -0.2% | -1.7% | -1.9% |
| 30D | -2.2% | -6.8% | +4.6% | +2.5% |
| 3M | +12.9% | +21.0% | -8.1% | -1.7% |
| 6M | +4.3% | +1.1% | +3.2% | +2.0% |
| YTD | -8.0% | -0.5% | -7.5% | -9.8% |
| 1Y | -8.6% | -7.3% | -1.3% | -6.1% |
| 3Y | +71.9% | +42.3% | +29.6% | +27.7% |
| 5Y | +50.0% | +13.5% | +36.5% | +28.3% |
| 10Y | +390.1% | +144.0% | +246.0% | +147.1% |
| All | +544.2% | +260.9% | +283.4% | +174.5% |
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 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