+405.0%
CBRE vs ALLY
+98.6%
+306.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.9% |
| 7D | -4.6% | -2.8% | -1.9% | -3.3% |
| 30D | +3.0% | +1.9% | +1.1% | +2.1% |
| 3M | -8.7% | -12.1% | +3.4% | -2.8% |
| 6M | -7.9% | -9.0% | +1.1% | -3.8% |
| YTD | -16.3% | -12.9% | -3.4% | -11.1% |
| 1Y | -13.1% | -0.1% | -13.0% | -13.8% |
| 3Y | +83.1% | +64.6% | +18.5% | +36.2% |
| 5Y | +27.7% | -10.1% | +37.8% | +22.3% |
| 10Y | +386.9% | +176.7% | +210.2% | +135.5% |
| All | +405.0% | +98.6% | +306.4% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling