+2.0%
ECL vs CBRE
-15.0%
+17.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -2.6% | -7.2% | +4.6% | -1.0% |
| 30D | -4.6% | -6.4% | +1.8% | -3.2% |
| 3M | +6.0% | +2.9% | +3.0% | +5.2% |
| 6M | -3.0% | +2.5% | -5.5% | -3.6% |
| YTD | +4.0% | -14.2% | +18.2% | +4.8% |
| 1Y | +2.0% | -15.1% | +17.2% | +2.9% |
| All | +2.0% | -15.0% | +17.0% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling