+50.9%
CBRE vs CRL
-35.5%
+86.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -2.0% | -1.0% | -0.9% | -1.7% |
| 30D | -2.2% | +10.7% | -12.8% | -5.0% |
| 3M | +12.9% | +55.3% | -42.4% | -0.8% |
| 6M | +4.3% | +60.7% | -56.3% | -10.1% |
| YTD | -8.0% | +44.6% | -52.7% | -18.4% |
| 1Y | -8.6% | +77.7% | -86.3% | -23.9% |
| 3Y | +71.9% | +37.6% | +34.2% | +47.3% |
| All | +50.9% | -35.5% | +86.4% | +42.7% |
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