+197.5%
ECL vs CBRE
+376.9%
-179.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -0.5% | -2.8% | +2.3% | +0.7% |
| 30D | +6.6% | +2.2% | +4.4% | +5.3% |
| 3M | +9.6% | -10.1% | +19.7% | +13.9% |
| 6M | +21.6% | -8.0% | +29.6% | +24.6% |
| YTD | +16.9% | -17.6% | +34.5% | +23.8% |
| 1Y | +17.9% | -14.7% | +32.6% | +22.9% |
| 3Y | +76.5% | +80.4% | -3.9% | +24.7% |
| 5Y | +36.6% | +25.9% | +10.7% | +12.1% |
| All | +197.5% | +376.9% | -179.4% | +44.5% |
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