+94.1%
ELAN vs CBRE
+61.2%
+32.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.4% |
| 7D | -6.4% | -7.2% | +0.8% | -3.3% |
| 30D | +0.6% | -6.4% | +7.0% | +3.4% |
| 3M | 0.0% | +2.9% | -3.0% | -1.9% |
| 6M | -3.4% | +2.5% | -5.9% | -5.0% |
| YTD | +1.0% | -14.2% | +15.2% | +6.2% |
| 1Y | +24.7% | -15.1% | +39.9% | +31.4% |
| All | +94.1% | +61.2% | +32.9% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling