-6.2%
ELV vs CBRE
+67.4%
-73.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.0% |
| 7D | -0.3% | -1.5% | +1.2% | -0.1% |
| 30D | +2.0% | -4.0% | +6.0% | +2.3% |
| 3M | -3.5% | +8.0% | -11.5% | -4.3% |
| 6M | +40.2% | +4.0% | +36.2% | +39.1% |
| YTD | +15.8% | -11.5% | +27.4% | +16.8% |
| 1Y | +33.2% | -13.0% | +46.2% | +34.4% |
| 3Y | -6.2% | +66.9% | -73.1% | -11.7% |
| All | -6.2% | +67.4% | -73.7% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling