+81.6%
CBRE vs CRL
+97.9%
-16.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.6% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +3.3% | +11.9% | -8.6% | +0.1% |
| 3M | -12.4% | +20.2% | -32.5% | -16.6% |
| 6M | -5.4% | +107.5% | -112.9% | -21.6% |
| YTD | -17.2% | +69.4% | -86.6% | -28.4% |
| 1Y | -13.1% | +99.7% | -112.8% | -27.6% |
| 3Y | +81.6% | +98.8% | -17.2% | +29.2% |
| All | +81.6% | +97.9% | -16.3% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling