-18.0%
ELF vs CBRE
-7.7%
-10.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +5.4% | -2.0% | +7.3% | +5.9% |
| 30D | +27.0% | -2.2% | +29.2% | +27.5% |
| 3M | +113.2% | +12.9% | +100.3% | +104.9% |
| 6M | +36.6% | +4.3% | +32.3% | +33.5% |
| YTD | +44.2% | -8.0% | +52.3% | +39.3% |
| 1Y | -18.0% | -8.6% | -9.4% | -19.1% |
| All | -18.0% | -7.7% | -10.3% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling