+2,129.2%
CBRE vs ES
+715.3%
+1,413.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.4% | -4.8% |
| 7D | +6.0% | +5.9% | +0.1% | +2.0% |
| 30D | +4.4% | +10.2% | -5.9% | -2.5% |
| 3M | -9.8% | +0.4% | -10.2% | -10.3% |
| 6M | -4.4% | +6.9% | -11.2% | -9.1% |
| YTD | -15.2% | +10.5% | -25.7% | -22.2% |
| 1Y | -9.1% | +3.2% | -12.3% | -13.6% |
| 3Y | +79.4% | +49.0% | +30.3% | +25.6% |
| 5Y | +27.8% | +4.5% | +23.3% | +13.2% |
| 10Y | +416.1% | +92.3% | +323.8% | +138.0% |
| All | +2,129.2% | +715.3% | +1,413.8% | +209.8% |
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