-6.8%
CBRE vs ESI
+27.8%
-34.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.6% | +8.8% | +4.4% |
| 7D | +14.1% | -6.6% | +20.6% | +14.5% |
| 30D | +9.0% | -10.9% | +20.0% | +9.8% |
| 3M | -6.6% | -13.8% | +7.2% | -5.7% |
| 6M | +0.8% | -21.5% | +22.3% | +1.5% |
| YTD | -12.2% | +34.7% | -46.9% | -26.3% |
| 1Y | -6.8% | +24.9% | -31.7% | -19.9% |
| All | -6.8% | +27.8% | -34.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling