+410.4%
CBRE vs ESI
+313.2%
+97.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -4.0% |
| 7D | -1.5% | +5.4% | -6.9% | -3.8% |
| 30D | -4.0% | -4.2% | +0.2% | -2.5% |
| 3M | +8.0% | -9.6% | +17.6% | +9.7% |
| 6M | +4.0% | +18.3% | -14.4% | -9.2% |
| YTD | -11.5% | +45.8% | -57.4% | -30.8% |
| 1Y | -13.0% | +39.2% | -52.2% | -31.0% |
| 3Y | +66.9% | +86.3% | -19.4% | +10.5% |
| 5Y | +45.0% | +76.2% | -31.2% | -3.0% |
| All | +410.4% | +313.2% | +97.2% | +108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling