+2,115.4%
CBRE vs ES
+691.7%
+1,423.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +1.3% |
| 7D | +5.2% | +1.9% | +3.3% | +3.8% |
| 30D | +6.2% | +7.1% | -0.8% | +1.2% |
| 3M | -8.1% | -1.9% | -6.2% | -7.1% |
| 6M | -6.6% | +4.4% | -11.0% | -9.8% |
| YTD | -15.7% | +7.3% | -23.0% | -21.1% |
| 1Y | -9.7% | +2.1% | -11.8% | -13.6% |
| 3Y | +80.4% | +41.8% | +38.5% | +30.8% |
| 5Y | +27.0% | +1.4% | +25.6% | +14.7% |
| 10Y | +412.9% | +86.8% | +326.1% | +141.2% |
| All | +2,115.4% | +691.7% | +1,423.7% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling