+2,317.2%
CBRE vs EAT
+1,332.3%
+984.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -2.2% | +1.9% | -4.1% | -3.6% |
| 3M | +12.9% | +68.7% | -55.8% | -10.3% |
| 6M | +4.3% | +66.9% | -62.6% | -18.8% |
| YTD | -8.0% | +60.4% | -68.5% | -27.8% |
| 1Y | -8.6% | +44.0% | -52.6% | -26.0% |
| 3Y | +71.9% | +604.7% | -532.8% | -36.2% |
| 5Y | +50.0% | +347.0% | -297.0% | -38.5% |
| 10Y | +390.1% | +390.8% | -0.7% | +37.1% |
| All | +2,317.2% | +1,332.3% | +984.9% | +145.1% |
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