+338.3%
ELF vs CBRE
+366.6%
-28.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.0% |
| 7D | +4.0% | +5.2% | -1.2% | +1.4% |
| 30D | +10.6% | +6.2% | +4.3% | +7.1% |
| 3M | +25.8% | -8.1% | +33.9% | +30.0% |
| 6M | +89.1% | -6.6% | +95.7% | +93.0% |
| YTD | +52.7% | -15.7% | +68.5% | +61.6% |
| 1Y | +51.7% | -9.7% | +61.4% | +55.0% |
| 3Y | +14.2% | +80.4% | -66.2% | -17.9% |
| 5Y | +270.7% | +27.0% | +243.7% | +208.5% |
| 10Y | +341.9% | +412.9% | -71.0% | +122.7% |
| All | +338.3% | +366.6% | -28.4% | +124.9% |
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