+180.7%
CBRE vs EOSE
-61.3%
+242.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.9% | -11.5% | -1.2% |
| 7D | -2.0% | +19.0% | -21.0% | -3.0% |
| 30D | -2.2% | +1.6% | -3.8% | -2.5% |
| 3M | +12.9% | -52.0% | +64.9% | +16.5% |
| 6M | +4.3% | -42.5% | +46.8% | +5.6% |
| YTD | -8.0% | -66.1% | +58.1% | -5.2% |
| 1Y | -8.6% | -47.1% | +38.6% | -9.1% |
| 3Y | +71.9% | +0.8% | +71.1% | +53.7% |
| 5Y | +50.0% | -71.7% | +121.7% | +26.8% |
| All | +180.7% | -61.3% | +242.0% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling