+2,100.2%
CBRE vs LEN
+162.6%
+1,937.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -4.6% | -6.4% | +1.7% | -1.2% |
| 30D | +3.0% | +15.6% | -12.7% | -5.5% |
| 3M | -8.7% | -0.8% | -8.0% | -9.4% |
| 6M | -7.9% | +0.4% | -8.3% | -9.9% |
| YTD | -16.3% | -14.1% | -2.2% | -12.3% |
| 1Y | -13.1% | -29.6% | +16.5% | +1.0% |
| 3Y | +83.1% | -23.1% | +106.3% | +94.8% |
| 5Y | +27.7% | -8.9% | +36.6% | +18.6% |
| 10Y | +386.9% | +146.2% | +240.7% | +115.4% |
| All | +2,100.2% | +162.6% | +1,937.6% | +458.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling