+1,103.2%
ELV vs CBRE
+1,992.7%
-889.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -0.5% | -2.8% | +2.3% | 0.0% |
| 30D | +1.1% | +2.2% | -1.1% | +0.5% |
| 3M | +8.2% | -10.1% | +18.3% | +9.9% |
| 6M | +10.2% | -8.0% | +18.2% | +11.2% |
| YTD | +24.4% | -17.6% | +42.0% | +27.4% |
| 1Y | +33.8% | -14.7% | +48.5% | +36.1% |
| 3Y | -1.4% | +80.4% | -81.7% | -13.6% |
| 5Y | +5.8% | +25.9% | -20.0% | -2.4% |
| 10Y | +269.1% | +379.5% | -110.4% | +166.1% |
| All | +1,103.2% | +1,992.7% | -889.5% | +427.1% |
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