+383.7%
CBRE vs EAT
+379.9%
+3.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -7.2% | -6.2% | -1.0% | -5.6% |
| 30D | -6.4% | -3.0% | -3.4% | -6.0% |
| 3M | +2.9% | +45.6% | -42.7% | -7.8% |
| 6M | +2.5% | +53.5% | -51.0% | -10.8% |
| YTD | -14.2% | +49.6% | -63.8% | -25.2% |
| 1Y | -15.1% | +38.9% | -54.1% | -25.1% |
| 3Y | +61.9% | +589.7% | -527.8% | -14.6% |
| 5Y | +42.4% | +318.7% | -276.3% | -18.1% |
| All | +383.7% | +379.9% | +3.8% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling