-15.1%
CBRE vs CRL
+73.3%
-88.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -7.2% | -6.9% | -0.3% | -5.6% |
| 30D | -6.4% | -3.2% | -3.2% | -5.7% |
| 3M | +2.9% | +46.5% | -43.6% | -7.4% |
| 6M | +2.5% | +63.1% | -60.6% | -11.5% |
| YTD | -14.2% | +36.9% | -51.0% | -21.9% |
| 1Y | -15.1% | +78.1% | -93.3% | -26.0% |
| All | -15.1% | +73.3% | -88.4% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling