+51.7%
ELF vs CBRE
-10.1%
+61.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | +4.0% | +5.2% | -1.2% | +2.4% |
| 30D | +10.6% | +6.2% | +4.3% | +8.5% |
| 3M | +25.8% | -8.1% | +33.9% | +28.7% |
| 6M | +89.1% | -6.6% | +95.7% | +91.6% |
| YTD | +52.7% | -15.7% | +68.5% | +49.8% |
| 1Y | +51.7% | -9.7% | +61.4% | +45.8% |
| All | +51.7% | -10.1% | +61.8% | +45.8% |
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