+396.6%
CBRE vs ES
+84.4%
+312.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -2.2% | -2.0% | -0.2% | -1.3% |
| 3M | +12.9% | +1.7% | +11.2% | +12.0% |
| 6M | +4.3% | -3.5% | +7.9% | +5.6% |
| YTD | -8.0% | +7.9% | -16.0% | -11.8% |
| 1Y | -8.6% | +17.2% | -25.7% | -16.5% |
| 3Y | +71.9% | +29.3% | +42.6% | +46.4% |
| 5Y | +50.0% | -5.7% | +55.8% | +47.8% |
| All | +396.6% | +84.4% | +312.2% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling