+42.4%
CBRE vs EOSE
-70.2%
+112.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.6% | -1.0% |
| 7D | -7.2% | +14.0% | -21.2% | -8.0% |
| 30D | -6.4% | -5.9% | -0.5% | -6.4% |
| 3M | +2.9% | -34.3% | +37.2% | +4.5% |
| 6M | +2.5% | -37.8% | +40.3% | +3.4% |
| YTD | -14.2% | -65.2% | +51.0% | -11.4% |
| 1Y | -15.1% | -41.9% | +26.8% | -16.3% |
| 3Y | +61.9% | +44.6% | +17.3% | +39.8% |
| 5Y | +42.4% | -69.2% | +111.6% | +25.6% |
| All | +42.4% | -70.2% | +112.6% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling