+406.9%
CBRE vs CRL
+400.8%
+6.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +0.3% |
| 7D | +1.0% | +4.4% | -3.3% | -1.0% |
| 30D | +5.6% | +17.1% | -11.4% | -1.4% |
| 3M | -6.8% | +32.1% | -38.8% | -17.3% |
| 6M | -5.6% | +98.9% | -104.5% | -29.5% |
| YTD | -14.1% | +77.1% | -91.2% | -33.5% |
| 1Y | -9.5% | +110.3% | -119.7% | -34.7% |
| 3Y | +91.8% | +108.5% | -16.7% | +26.4% |
| 5Y | +30.3% | -7.9% | +38.2% | +23.2% |
| 10Y | +406.9% | +368.9% | +37.9% | +81.9% |
| All | +406.9% | +400.8% | +6.0% | +81.9% |
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