-9.0%
CBRE vs ESI
+19.1%
-28.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.2% | +1.6% |
| 7D | +1.0% | -3.5% | +4.5% | +1.2% |
| 30D | +5.6% | -9.3% | +14.9% | +6.2% |
| 3M | -6.8% | -12.8% | +6.0% | -6.0% |
| 6M | -5.6% | -24.6% | +19.0% | -4.2% |
| YTD | -14.1% | +32.7% | -46.8% | -27.6% |
| All | -9.0% | +19.1% | -28.1% | -20.8% |
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