+487.5%
CBRE vs ESI
+197.1%
+290.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.2% | +0.2% |
| 7D | +1.0% | -3.5% | +4.5% | +2.0% |
| 30D | +5.6% | -9.3% | +14.9% | +8.7% |
| 3M | -6.8% | -12.8% | +6.0% | -3.3% |
| 6M | -5.6% | -24.6% | +19.0% | +1.1% |
| YTD | -14.1% | +32.7% | -46.8% | -27.1% |
| 1Y | -9.5% | +20.3% | -29.8% | -20.5% |
| 3Y | +91.8% | +80.2% | +11.6% | +41.1% |
| 5Y | +30.3% | +40.0% | -9.6% | +4.3% |
| 10Y | +406.9% | +310.8% | +96.1% | +174.1% |
| All | +487.5% | +197.1% | +290.3% | +252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling