+166.8%
CBRE vs EOSE
-60.6%
+227.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | -5.0% | +1.8% | -6.8% | -5.1% |
| 30D | -4.7% | -6.8% | +2.2% | -4.6% |
| 3M | +6.5% | -36.3% | +42.8% | +8.2% |
| 6M | +6.1% | -38.8% | +44.8% | +7.0% |
| YTD | -12.6% | -65.5% | +52.9% | -10.0% |
| 1Y | -15.3% | -45.3% | +30.0% | -16.0% |
| 3Y | +64.6% | +44.2% | +20.4% | +44.5% |
| 5Y | +45.0% | -69.5% | +114.5% | +22.3% |
| All | +166.8% | -60.6% | +227.4% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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