+366.6%
CBRE vs EAT
+320.8%
+45.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -1.8% | -4.0% | +2.2% | -0.7% |
| 30D | +3.3% | -2.9% | +6.2% | +3.8% |
| 3M | -12.4% | -16.9% | +4.5% | -8.6% |
| 6M | -5.4% | +57.0% | -62.3% | -17.8% |
| YTD | -17.2% | +38.2% | -55.4% | -26.7% |
| 1Y | -13.1% | +69.3% | -82.4% | -27.6% |
| 3Y | +81.6% | +483.0% | -401.4% | +0.2% |
| 5Y | +26.4% | +364.1% | -337.7% | -29.6% |
| All | +366.6% | +320.8% | +45.8% | +126.2% |
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