-13.1%
CBRE vs ALLY
+0.1%
-13.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -1.0% |
| 7D | -4.6% | -2.8% | -1.9% | -3.2% |
| 30D | +3.0% | +1.9% | +1.1% | +2.0% |
| 3M | -8.7% | -12.1% | +3.4% | -2.8% |
| 6M | -7.9% | -9.0% | +1.1% | -3.9% |
| YTD | -16.3% | -12.9% | -3.4% | -11.3% |
| 1Y | -13.1% | -0.1% | -13.0% | -13.3% |
| All | -13.1% | +0.1% | -13.2% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling