+6.1%
CCL vs CBRE
+2,039.6%
-2,033.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +3.1% | +5.2% | -2.0% | +1.3% |
| 30D | +13.7% | +6.2% | +7.5% | +11.1% |
| 3M | +3.8% | -8.1% | +11.9% | +7.0% |
| 6M | +9.3% | -6.6% | +15.9% | +11.7% |
| YTD | -1.1% | -15.7% | +14.6% | +4.7% |
| 1Y | +14.6% | -9.7% | +24.2% | +18.1% |
| 3Y | +146.4% | +80.4% | +66.0% | +95.5% |
| 5Y | +21.9% | +27.0% | -5.2% | +12.5% |
| 10Y | -29.4% | +412.9% | -442.4% | -55.4% |
| All | +6.1% | +2,039.6% | -2,033.5% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling