+406.9%
CBRE vs ALLY
+201.0%
+205.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.5% |
| 7D | +1.0% | -0.2% | +1.2% | +1.2% |
| 30D | +5.6% | +3.4% | +2.2% | +4.0% |
| 3M | -6.8% | -11.1% | +4.3% | -1.2% |
| 6M | -5.6% | -11.5% | +5.9% | -0.1% |
| YTD | -14.1% | -12.3% | -1.7% | -9.0% |
| 1Y | -9.5% | +1.1% | -10.6% | -10.7% |
| 3Y | +91.8% | +64.8% | +27.0% | +42.2% |
| 5Y | +30.3% | -6.9% | +37.2% | +22.8% |
| 10Y | +406.9% | +194.9% | +211.9% | +141.1% |
| All | +406.9% | +201.0% | +205.8% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling