-35.6%
ELAN vs CBRE
+211.1%
-246.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +0.5% |
| 7D | -5.4% | -5.0% | -0.5% | -3.1% |
| 30D | +4.7% | -4.7% | +9.4% | +6.9% |
| 3M | -3.7% | +6.5% | -10.2% | -7.1% |
| 6M | -1.2% | +6.1% | -7.2% | -4.6% |
| YTD | +2.4% | -12.6% | +15.0% | +7.3% |
| 1Y | +23.4% | -15.3% | +38.7% | +30.9% |
| 3Y | +96.7% | +64.6% | +32.1% | +46.5% |
| 5Y | -30.6% | +45.0% | -75.6% | -46.1% |
| All | -35.6% | +211.1% | -246.8% | -66.2% |
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