+10.5%
CCL vs CBRE
+2,081.6%
-2,071.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.4% |
| 7D | +3.1% | +1.0% | +2.0% | +2.8% |
| 30D | +17.5% | +5.6% | +11.9% | +15.1% |
| 3M | +6.8% | -6.8% | +13.6% | +9.5% |
| 6M | +18.7% | -5.6% | +24.3% | +20.9% |
| YTD | +3.0% | -14.1% | +17.1% | +8.2% |
| 1Y | +17.7% | -9.5% | +27.2% | +21.3% |
| 3Y | +155.6% | +91.8% | +63.8% | +98.2% |
| 5Y | +30.2% | +30.3% | -0.1% | +19.0% |
| 10Y | -28.5% | +406.9% | -435.3% | -54.8% |
| All | +10.5% | +2,081.6% | -2,071.1% | -56.1% |
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