+2,317.2%
CBRE vs CRL
+539.1%
+1,778.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.2% |
| 7D | -2.0% | -1.0% | -0.9% | -1.5% |
| 30D | -2.2% | +10.7% | -12.8% | -7.2% |
| 3M | +12.9% | +55.3% | -42.4% | -10.7% |
| 6M | +4.3% | +60.7% | -56.3% | -20.6% |
| YTD | -8.0% | +44.6% | -52.7% | -26.4% |
| 1Y | -8.6% | +77.7% | -86.3% | -35.1% |
| 3Y | +71.9% | +37.6% | +34.2% | +24.7% |
| 5Y | +50.0% | -35.8% | +85.8% | +58.5% |
| 10Y | +390.1% | +241.7% | +148.3% | +64.8% |
| All | +2,317.2% | +539.1% | +1,778.0% | +340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling