+45.0%
CBRE vs ESI
+76.5%
-31.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -4.0% |
| 7D | -1.5% | +5.4% | -6.9% | -3.6% |
| 30D | -4.0% | -4.2% | +0.2% | -2.7% |
| 3M | +8.0% | -9.6% | +17.6% | +9.3% |
| 6M | +4.0% | +18.3% | -14.4% | -9.9% |
| YTD | -11.5% | +45.8% | -57.4% | -31.8% |
| 1Y | -13.0% | +39.2% | -52.2% | -31.9% |
| 3Y | +66.9% | +86.3% | -19.4% | +5.1% |
| All | +45.0% | +76.5% | -31.6% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling