+27.8%
CBRE vs CRL
-10.4%
+38.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.4% | -2.7% |
| 7D | +5.2% | -6.1% | +11.3% | +6.5% |
| 30D | +6.2% | +12.4% | -6.2% | +2.1% |
| 3M | -8.1% | +27.1% | -35.2% | -15.0% |
| 6M | -6.6% | +85.7% | -92.4% | -23.4% |
| YTD | -15.7% | +69.2% | -84.9% | -29.4% |
| 1Y | -9.7% | +97.5% | -107.2% | -27.7% |
| 3Y | +80.4% | +86.1% | -5.7% | +38.6% |
| All | +27.8% | -10.4% | +38.2% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling