+2,317.2%
CBRE vs EL
+491.6%
+1,825.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -2.3% |
| 7D | -2.0% | +0.8% | -2.8% | -2.5% |
| 30D | -2.2% | +19.8% | -22.0% | -12.6% |
| 3M | +12.9% | +25.7% | -12.8% | -2.1% |
| 6M | +4.3% | +5.4% | -1.1% | -2.4% |
| YTD | -8.0% | +0.2% | -8.3% | -14.2% |
| 1Y | -8.6% | +20.4% | -29.0% | -24.9% |
| 3Y | +71.9% | -32.1% | +104.0% | +73.1% |
| 5Y | +50.0% | -67.2% | +117.2% | +138.1% |
| 10Y | +390.1% | +31.7% | +358.3% | +138.1% |
| All | +2,317.2% | +491.6% | +1,825.5% | +120.6% |
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 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