+153.2%
ECL vs CBRE
+378.3%
-225.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +1.2% |
| 7D | -0.8% | -1.5% | +0.8% | -0.2% |
| 30D | -2.5% | -4.0% | +1.5% | -1.1% |
| 3M | +8.3% | +8.0% | +0.3% | +4.3% |
| 6M | -1.1% | +4.0% | -5.1% | -3.5% |
| YTD | +6.5% | -11.5% | +18.0% | +10.0% |
| 1Y | +2.1% | -13.0% | +15.1% | +6.0% |
| 3Y | +57.6% | +66.9% | -9.3% | +16.7% |
| 5Y | +28.1% | +45.0% | -17.0% | -0.9% |
| 10Y | +153.2% | +385.0% | -231.8% | +17.2% |
| All | +153.2% | +378.3% | -225.1% | +17.2% |
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