+66.9%
CBRE vs LEN
-25.9%
+92.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | +0.1% | -2.2% |
| 7D | -1.5% | -2.9% | +1.4% | -0.3% |
| 30D | -4.0% | -8.9% | +4.9% | -0.2% |
| 3M | +8.0% | -10.9% | +18.9% | +12.7% |
| 6M | +4.0% | -19.7% | +23.6% | +12.7% |
| YTD | -11.5% | -20.6% | +9.1% | -4.7% |
| 1Y | -13.0% | -42.4% | +29.4% | +7.9% |
| 3Y | +66.9% | -26.5% | +93.4% | +63.7% |
| All | +66.9% | -25.9% | +92.8% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling