+1,102.6%
ELV vs CBRE
+2,001.9%
-899.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | +1.0% | -1.8% | +2.7% | +1.2% |
| 30D | +0.4% | +3.3% | -2.9% | -0.4% |
| 3M | +8.4% | -12.4% | +20.7% | +10.6% |
| 6M | +8.4% | -5.4% | +13.8% | +8.8% |
| YTD | +24.4% | -17.2% | +41.6% | +27.2% |
| 1Y | +33.5% | -13.1% | +46.6% | +35.3% |
| 3Y | -2.1% | +81.6% | -83.6% | -14.3% |
| 5Y | +5.8% | +26.4% | -20.6% | -2.5% |
| 10Y | +268.9% | +381.6% | -112.7% | +165.7% |
| All | +1,102.6% | +2,001.9% | -899.3% | +426.4% |
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