+1,139.1%
ECL vs CBRE
+2,039.6%
-900.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -0.8% | +5.2% | -5.9% | -1.9% |
| 30D | +8.1% | +6.2% | +1.9% | +6.6% |
| 3M | +6.4% | -8.1% | +14.5% | +8.0% |
| 6M | +14.8% | -6.6% | +21.4% | +16.0% |
| YTD | +15.5% | -15.7% | +31.2% | +18.7% |
| 1Y | +20.1% | -9.7% | +29.8% | +21.6% |
| 3Y | +77.8% | +80.4% | -2.6% | +52.2% |
| 5Y | +37.9% | +27.0% | +10.8% | +26.8% |
| 10Y | +202.7% | +412.9% | -210.3% | +108.1% |
| All | +1,139.1% | +2,039.6% | -900.5% | +466.2% |
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 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