-34.0%
CCL vs CBRE
+379.0%
-413.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.8% |
| 7D | -1.2% | -1.8% | +0.6% | +0.4% |
| 30D | +13.1% | +3.3% | +9.8% | +9.7% |
| 3M | +3.4% | -12.4% | +15.7% | +14.9% |
| 6M | +18.7% | -5.4% | +24.1% | +21.9% |
| YTD | -2.3% | -17.2% | +15.0% | +10.6% |
| 1Y | +14.2% | -13.1% | +27.3% | +23.4% |
| 3Y | +133.6% | +81.6% | +52.0% | +18.9% |
| 5Y | +33.5% | +26.4% | +7.1% | -2.8% |
| All | -34.0% | +379.0% | -413.1% | -78.8% |
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