+1,035.6%
ELV vs CBRE
+2,234.5%
-1,198.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +3.3% | -2.0% | +5.3% | +3.7% |
| 30D | +4.2% | -2.2% | +6.3% | +4.5% |
| 3M | -0.1% | +12.9% | -13.0% | -2.5% |
| 6M | +41.3% | +4.3% | +36.9% | +39.4% |
| YTD | +17.4% | -8.0% | +25.5% | +18.2% |
| 1Y | +35.1% | -8.6% | +43.6% | +35.9% |
| 3Y | -3.2% | +71.9% | -75.1% | -14.4% |
| 5Y | +15.6% | +50.0% | -34.4% | +3.6% |
| 10Y | +276.8% | +390.1% | -113.3% | +170.5% |
| All | +1,035.6% | +2,234.5% | -1,198.9% | +389.0% |
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