+27.8%
CBRE vs EL
-66.1%
+94.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -1.2% |
| 7D | +5.2% | +0.8% | +4.4% | +4.9% |
| 30D | +6.2% | +16.5% | -10.3% | +1.8% |
| 3M | -8.1% | +29.2% | -37.3% | -14.7% |
| 6M | -6.6% | +27.9% | -34.6% | -13.4% |
| YTD | -15.7% | +6.2% | -21.9% | -19.4% |
| 1Y | -9.7% | +27.2% | -36.8% | -18.2% |
| 3Y | +80.4% | +3.2% | +77.2% | +62.3% |
| All | +27.8% | -66.1% | +94.0% | +90.9% |
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