+27.8%
CBRE vs EAT
+361.6%
-333.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | 0.0% |
| 7D | +5.2% | -2.6% | +7.8% | +5.8% |
| 30D | +6.2% | +11.5% | -5.2% | +3.6% |
| 3M | -8.1% | -9.1% | +1.0% | -6.9% |
| 6M | -6.6% | +40.4% | -47.1% | -14.7% |
| YTD | -15.7% | +43.9% | -59.7% | -24.3% |
| 1Y | -9.7% | +101.9% | -111.6% | -25.8% |
| 3Y | +80.4% | +489.9% | -409.5% | +5.5% |
| All | +27.8% | +361.6% | -333.8% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling