+50.9%
CBRE vs EAT
+350.4%
-299.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -2.2% | +1.9% | -4.1% | -2.9% |
| 3M | +12.9% | +68.7% | -55.8% | 0.0% |
| 6M | +4.3% | +66.9% | -62.6% | -8.4% |
| YTD | -8.0% | +60.4% | -68.5% | -18.9% |
| 1Y | -8.6% | +44.0% | -52.6% | -17.7% |
| 3Y | +71.9% | +604.7% | -532.8% | -2.5% |
| All | +50.9% | +350.4% | -299.5% | -10.8% |
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