-41.0%
CCL vs CBRE
+378.3%
-419.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +2.0% |
| 7D | -0.1% | -1.5% | +1.4% | +0.9% |
| 30D | -20.0% | -4.0% | -16.0% | -17.6% |
| 3M | -13.7% | +8.0% | -21.7% | -20.5% |
| 6M | -9.0% | +4.0% | -13.0% | -13.5% |
| YTD | -22.8% | -11.5% | -11.3% | -17.3% |
| 1Y | -25.3% | -13.0% | -12.3% | -19.1% |
| 3Y | +54.1% | +66.9% | -12.8% | -13.3% |
| 5Y | +3.5% | +45.0% | -41.6% | -33.0% |
| 10Y | -41.0% | +385.0% | -426.1% | -80.9% |
| All | -41.0% | +378.3% | -419.4% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling