+408.5%
CBRE vs ALLY
+98.1%
+310.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.2% |
| 7D | +5.2% | +0.9% | +4.2% | +4.8% |
| 30D | +6.2% | +3.1% | +3.1% | +4.7% |
| 3M | -8.1% | -12.6% | +4.5% | -1.9% |
| 6M | -6.6% | -12.4% | +5.8% | -0.8% |
| YTD | -15.7% | -13.2% | -2.6% | -10.3% |
| 1Y | -9.7% | +1.8% | -11.5% | -11.2% |
| 3Y | +80.4% | +58.0% | +22.4% | +37.0% |
| 5Y | +27.0% | -8.4% | +35.5% | +20.5% |
| 10Y | +412.9% | +195.3% | +217.7% | +140.4% |
| All | +408.5% | +98.1% | +310.4% | +163.3% |
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 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