+2,115.4%
CBRE vs EL
+527.0%
+1,588.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -1.9% |
| 7D | +5.2% | +0.8% | +4.4% | +4.5% |
| 30D | +6.2% | +16.5% | -10.3% | -3.1% |
| 3M | -8.1% | +29.2% | -37.3% | -22.0% |
| 6M | -6.6% | +27.9% | -34.6% | -21.3% |
| YTD | -15.7% | +6.2% | -21.9% | -24.5% |
| 1Y | -9.7% | +27.2% | -36.8% | -27.9% |
| 3Y | +80.4% | +3.2% | +77.2% | +39.5% |
| 5Y | +27.0% | -66.0% | +93.0% | +97.8% |
| 10Y | +412.9% | +58.3% | +354.6% | +116.1% |
| All | +2,115.4% | +527.0% | +1,588.5% | +94.0% |
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