+2,158.9%
CBRE vs EL
+544.6%
+1,614.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.9% | +0.4% |
| 7D | +1.0% | +8.0% | -7.0% | -3.3% |
| 30D | +5.6% | +15.4% | -9.8% | -3.1% |
| 3M | -6.8% | +28.5% | -35.3% | -20.6% |
| 6M | -5.6% | +32.2% | -37.8% | -21.8% |
| YTD | -14.1% | +9.2% | -23.3% | -24.3% |
| 1Y | -9.5% | +30.8% | -40.3% | -28.9% |
| 3Y | +91.8% | +3.7% | +88.1% | +48.5% |
| 5Y | +30.3% | -64.8% | +95.1% | +98.7% |
| 10Y | +406.9% | +60.0% | +346.8% | +113.2% |
| All | +2,158.9% | +544.6% | +1,614.3% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling