+2,103.7%
CBRE vs EAT
+1,114.1%
+989.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -0.8% |
| 7D | -0.5% | -5.9% | +5.4% | +1.9% |
| 30D | +3.1% | +0.7% | +2.4% | +2.2% |
| 3M | -6.4% | -14.2% | +7.9% | -2.1% |
| 6M | -7.9% | +40.7% | -48.6% | -22.6% |
| YTD | -16.2% | +36.0% | -52.1% | -30.3% |
| 1Y | -11.2% | +83.1% | -94.3% | -35.5% |
| 3Y | +83.4% | +474.8% | -391.4% | -26.2% |
| 5Y | +28.4% | +347.6% | -319.1% | -47.9% |
| 10Y | +386.8% | +321.5% | +65.3% | +43.4% |
| All | +2,103.7% | +1,114.1% | +989.6% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling