+72.2%
CBRE vs ALLY
+63.1%
+9.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.0% | +3.7% | -5.6% | -3.5% |
| 30D | -2.2% | -2.3% | +0.1% | -1.2% |
| 3M | +12.9% | +3.8% | +9.1% | +10.8% |
| 6M | +4.3% | +9.7% | -5.4% | -0.3% |
| YTD | -8.0% | -1.4% | -6.6% | -8.1% |
| 1Y | -8.6% | +8.2% | -16.8% | -12.4% |
| All | +72.2% | +63.1% | +9.1% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling