-33.4%
ELAN vs CBRE
+215.0%
-248.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -0.3% |
| 7D | +0.3% | -1.5% | +1.8% | +0.8% |
| 30D | +8.4% | -4.0% | +12.4% | +10.2% |
| 3M | +1.2% | +8.0% | -6.8% | -3.1% |
| 6M | +2.6% | +4.0% | -1.4% | 0.0% |
| YTD | +5.9% | -11.5% | +17.4% | +10.3% |
| 1Y | +25.8% | -13.0% | +38.8% | +31.7% |
| 3Y | +106.8% | +66.9% | +39.9% | +53.0% |
| 5Y | -29.3% | +45.0% | -74.3% | -45.1% |
| All | -33.4% | +215.0% | -248.4% | -65.2% |
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