+61.7%
CBRE vs EOSE
+44.0%
+17.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.6% | -1.0% |
| 7D | -7.2% | +14.0% | -21.2% | -7.9% |
| 30D | -6.4% | -5.9% | -0.5% | -6.4% |
| 3M | +2.9% | -34.3% | +37.2% | +4.3% |
| 6M | +2.5% | -37.8% | +40.3% | +3.3% |
| YTD | -14.2% | -65.2% | +51.0% | -11.7% |
| 1Y | -15.1% | -41.9% | +26.8% | -16.4% |
| All | +61.7% | +44.0% | +17.6% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling