+80.4%
CBRE vs ES
+46.3%
+34.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.3% |
| 7D | +5.2% | +1.9% | +3.3% | +4.6% |
| 30D | +6.2% | +7.1% | -0.8% | +4.0% |
| 3M | -8.1% | -1.9% | -6.2% | -7.6% |
| 6M | -6.6% | +4.4% | -11.0% | -7.9% |
| YTD | -15.7% | +7.3% | -23.0% | -18.0% |
| 1Y | -9.7% | +2.1% | -11.8% | -11.3% |
| 3Y | +80.4% | +41.8% | +38.5% | +46.2% |
| All | +80.4% | +46.3% | +34.1% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling