+386.8%
CBRE vs EL
+60.9%
+325.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -0.5% | +7.6% | -8.2% | -3.2% |
| 30D | +3.1% | +15.7% | -12.6% | -2.6% |
| 3M | -6.4% | +30.5% | -36.9% | -16.0% |
| 6M | -7.9% | +32.5% | -40.4% | -18.3% |
| YTD | -16.2% | +9.4% | -25.6% | -22.3% |
| 1Y | -11.2% | +28.4% | -39.6% | -23.1% |
| 3Y | +83.4% | +4.4% | +79.0% | +58.0% |
| 5Y | +28.4% | -64.5% | +92.9% | +91.3% |
| 10Y | +386.8% | +64.9% | +321.9% | +267.4% |
| All | +386.8% | +60.9% | +325.9% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling