+401.2%
CBRE vs EL
+28.8%
+372.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.8% |
| 7D | -1.7% | -2.4% | +0.7% | -0.8% |
| 30D | -3.0% | +13.7% | -16.6% | -7.9% |
| 3M | +2.6% | +14.5% | -11.9% | -3.0% |
| 6M | +2.0% | +7.4% | -5.4% | -2.6% |
| YTD | -13.1% | -4.7% | -8.4% | -14.9% |
| 1Y | -13.8% | +12.9% | -26.8% | -21.9% |
| 3Y | +63.9% | -32.2% | +96.1% | +71.0% |
| 5Y | +42.3% | -68.4% | +110.7% | +119.7% |
| 10Y | +401.2% | +28.3% | +372.9% | +313.8% |
| All | +401.2% | +28.8% | +372.3% | +313.8% |
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