+83.4%
CBRE vs ES
+46.6%
+36.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -0.5% | +0.9% | -1.4% | -0.8% |
| 30D | +3.1% | +5.9% | -2.9% | +1.2% |
| 3M | -6.4% | -1.0% | -5.3% | -6.1% |
| 6M | -7.9% | +7.2% | -15.1% | -9.8% |
| YTD | -16.2% | +7.0% | -23.1% | -18.4% |
| 1Y | -11.2% | +0.5% | -11.7% | -12.3% |
| 3Y | +83.4% | +48.7% | +34.8% | +44.2% |
| All | +83.4% | +46.6% | +36.9% | +44.2% |
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