+385.0%
CBRE vs CRL
+241.6%
+143.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.8% |
| 7D | -1.5% | -0.6% | -1.0% | -1.3% |
| 30D | -4.0% | +5.0% | -9.0% | -5.9% |
| 3M | +8.0% | +50.6% | -42.6% | -8.7% |
| 6M | +4.0% | +60.9% | -57.0% | -15.6% |
| YTD | -11.5% | +40.7% | -52.3% | -24.4% |
| 1Y | -13.0% | +73.3% | -86.3% | -32.2% |
| 3Y | +66.9% | +40.6% | +26.3% | +31.1% |
| 5Y | +45.0% | -37.0% | +82.0% | +62.4% |
| 10Y | +385.0% | +244.3% | +140.8% | +104.0% |
| All | +385.0% | +241.6% | +143.4% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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