+27.3%
CBRE vs EOSE
-82.3%
+109.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.1% |
| 7D | -1.8% | +9.8% | -11.5% | -2.4% |
| 30D | +3.3% | -2.1% | +5.3% | +3.0% |
| 3M | -12.4% | -54.1% | +41.7% | -9.2% |
| 6M | -5.4% | -76.9% | +71.6% | +1.2% |
| YTD | -17.2% | -83.3% | +66.1% | -11.5% |
| 1Y | -13.1% | -87.4% | +74.3% | -5.8% |
| 3Y | +81.6% | +61.9% | +19.7% | +54.5% |
| All | +27.3% | -82.3% | +109.6% | +10.9% |
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 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