+73.9%
CBRE vs EL
-29.8%
+103.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.1% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | -2.2% | +19.8% | -22.0% | -5.7% |
| 3M | +12.9% | +25.7% | -12.8% | +7.9% |
| 6M | +4.3% | +5.4% | -1.1% | +2.2% |
| YTD | -8.0% | +0.2% | -8.3% | -9.9% |
| 1Y | -8.6% | +20.4% | -29.0% | -13.9% |
| All | +73.9% | -29.8% | +103.8% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling