+338.7%
ELF vs CBRE
+387.8%
-49.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +4.3% | -4.6% | +8.9% | +6.6% |
| 30D | +7.7% | +3.0% | +4.8% | +5.9% |
| 3M | +24.7% | -8.7% | +33.4% | +29.3% |
| 6M | +114.6% | -7.9% | +122.5% | +120.6% |
| YTD | +55.8% | -16.3% | +72.1% | +65.4% |
| 1Y | +51.9% | -13.1% | +65.0% | +58.4% |
| 3Y | +24.6% | +83.1% | -58.6% | -11.3% |
| 5Y | +279.2% | +27.7% | +251.5% | +214.3% |
| 10Y | +338.7% | +386.9% | -48.2% | +126.7% |
| All | +338.7% | +387.8% | -49.0% | +126.7% |
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