+195.7%
CBRE vs EQH
+226.9%
-31.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | -3.0% | -1.1% | -1.9% | -2.5% |
| 3M | +2.6% | +25.0% | -22.4% | -10.0% |
| 6M | +2.0% | +33.9% | -31.9% | -14.8% |
| YTD | -13.1% | +11.6% | -24.7% | -19.7% |
| 1Y | -13.8% | +1.5% | -15.3% | -16.4% |
| 3Y | +63.9% | +96.7% | -32.8% | +4.1% |
| 5Y | +42.3% | +93.9% | -51.5% | -11.1% |
| All | +195.7% | +226.9% | -31.2% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling