+357.2%
ELF vs CBRE
+388.5%
-31.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.5% |
| 7D | +6.3% | -0.5% | +6.8% | +6.5% |
| 30D | +8.5% | +3.1% | +5.4% | +6.6% |
| 3M | +24.4% | -6.4% | +30.8% | +27.4% |
| 6M | +94.7% | -7.9% | +102.6% | +100.1% |
| YTD | +55.9% | -16.2% | +72.0% | +65.3% |
| 1Y | +48.4% | -11.2% | +59.6% | +53.0% |
| 3Y | +24.6% | +83.4% | -58.8% | -11.3% |
| 5Y | +285.0% | +28.4% | +256.6% | +218.3% |
| 10Y | +357.2% | +386.8% | -29.6% | +141.2% |
| All | +357.2% | +388.5% | -31.3% | +141.2% |
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