+56.1%
CCL vs CBRE
+73.2%
-17.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -5.0% | -2.0% | -3.1% | -4.0% |
| 30D | -20.3% | -2.2% | -18.2% | -19.5% |
| 3M | -15.1% | +12.9% | -28.0% | -21.8% |
| 6M | -15.1% | +4.3% | -19.4% | -17.8% |
| YTD | -21.8% | -8.0% | -13.7% | -19.3% |
| 1Y | -24.8% | -8.6% | -16.2% | -22.3% |
| All | +56.1% | +73.2% | -17.1% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling