+43.4%
CBRE vs EQH
+102.2%
-58.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.1% |
| 7D | -5.0% | +0.7% | -5.7% | -5.3% |
| 30D | -4.7% | +2.8% | -7.5% | -6.1% |
| 3M | +6.5% | +23.1% | -16.6% | -4.9% |
| 6M | +6.1% | +41.4% | -35.3% | -12.9% |
| YTD | -12.6% | +14.3% | -26.9% | -19.6% |
| 1Y | -15.3% | +1.6% | -16.9% | -17.3% |
| 3Y | +64.6% | +102.7% | -38.1% | +3.0% |
| All | +43.4% | +102.2% | -58.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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