+57.3%
LLY vs CBRE
-6.2%
+63.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.1% |
| 7D | +10.1% | +14.1% | -4.0% | +7.6% |
| 30D | +24.0% | +9.0% | +15.0% | +22.1% |
| 3M | +27.3% | -6.6% | +33.9% | +27.9% |
| 6M | +47.0% | +0.8% | +46.2% | +46.0% |
| YTD | +32.6% | -12.2% | +44.8% | +34.6% |
| 1Y | +57.3% | -6.8% | +64.2% | +56.7% |
| All | +57.3% | -6.2% | +63.5% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling