+73.9%
CBRE vs ESI
+81.9%
-8.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.4% |
| 7D | -2.0% | +3.3% | -5.3% | -2.9% |
| 30D | -2.2% | -5.9% | +3.7% | -0.7% |
| 3M | +12.9% | -14.1% | +27.0% | +15.6% |
| 6M | +4.3% | +6.6% | -2.3% | -3.4% |
| YTD | -8.0% | +45.0% | -53.1% | -25.8% |
| 1Y | -8.6% | +41.5% | -50.0% | -26.0% |
| All | +73.9% | +81.9% | -8.0% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling