+45.0%
CBRE vs EL
-67.4%
+112.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.2% |
| 7D | -1.5% | +1.7% | -3.2% | -2.0% |
| 30D | -4.0% | +15.5% | -19.5% | -7.9% |
| 3M | +8.0% | +20.6% | -12.5% | +2.4% |
| 6M | +4.0% | +10.5% | -6.5% | 0.0% |
| YTD | -11.5% | -1.9% | -9.6% | -13.4% |
| 1Y | -13.0% | +16.1% | -29.1% | -19.4% |
| 3Y | +66.9% | -30.2% | +97.1% | +73.2% |
| 5Y | +45.0% | -67.4% | +112.4% | +115.6% |
| All | +45.0% | -67.4% | +112.5% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling