+14.5%
ELV vs CBRE
+42.7%
-28.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -1.0% |
| 7D | -2.2% | -1.7% | -0.5% | -1.9% |
| 30D | -0.2% | -3.0% | +2.8% | +0.2% |
| 3M | -6.1% | +2.6% | -8.7% | -6.8% |
| 6M | +42.8% | +2.0% | +40.8% | +41.5% |
| YTD | +14.4% | -13.1% | +27.5% | +16.3% |
| 1Y | +28.6% | -13.8% | +42.4% | +30.8% |
| 3Y | -7.4% | +63.9% | -71.3% | -18.9% |
| 5Y | +14.5% | +42.3% | -27.9% | +2.8% |
| All | +14.5% | +42.7% | -28.2% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling