+1,047.9%
ECL vs CBRE
+2,234.5%
-1,186.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -2.6% | -2.0% | -0.6% | -2.2% |
| 30D | -2.2% | -2.2% | 0.0% | -1.8% |
| 3M | +10.1% | +12.9% | -2.8% | +7.0% |
| 6M | -5.7% | +4.3% | -10.0% | -6.9% |
| YTD | +7.0% | -8.0% | +15.0% | +8.1% |
| 1Y | +2.7% | -8.6% | +11.2% | +3.8% |
| 3Y | +57.7% | +71.9% | -14.2% | +36.6% |
| 5Y | +31.1% | +50.0% | -18.9% | +16.5% |
| 10Y | +150.9% | +390.1% | -239.2% | +73.4% |
| All | +1,047.9% | +2,234.5% | -1,186.6% | +415.4% |
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