+443.8%
LLY vs CBRE
+26.4%
+417.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.5% | +5.2% | -9.7% | -5.4% |
| 30D | +13.9% | +6.2% | +7.7% | +12.6% |
| 3M | +13.8% | -8.1% | +21.9% | +15.2% |
| 6M | +37.6% | -6.6% | +44.3% | +38.7% |
| YTD | +26.6% | -15.7% | +42.3% | +29.4% |
| 1Y | +45.3% | -9.7% | +55.0% | +46.7% |
| 3Y | +132.2% | +80.4% | +51.8% | +108.6% |
| All | +443.8% | +26.4% | +417.5% | +419.0% |
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 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