-5.4%
CBRE vs EOSE
-80.8%
+75.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.3% |
| 7D | -1.8% | +9.8% | -11.5% | -2.0% |
| 30D | +3.3% | -2.1% | +5.3% | +3.5% |
| 3M | -12.4% | -54.1% | +41.7% | -12.0% |
| 6M | -5.4% | -76.9% | +71.6% | -7.6% |
| All | -5.4% | -80.8% | +75.5% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling