-14.7%
CBRE vs CRL
+97.0%
-111.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.8% | +8.9% | -11.7% | -4.4% |
| 30D | +2.2% | +14.0% | -11.8% | -1.7% |
| 3M | -10.1% | +19.8% | -29.9% | -14.8% |
| 6M | -8.0% | +102.0% | -110.0% | -25.7% |
| YTD | -17.6% | +70.8% | -88.4% | -29.6% |
| 1Y | -14.7% | +98.7% | -113.4% | -31.6% |
| All | -14.7% | +97.0% | -111.7% | -31.6% |
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