+528.6%
CBRE vs ESI
+224.6%
+304.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.7% |
| 7D | -2.0% | +3.3% | -5.3% | -3.2% |
| 30D | -2.2% | -5.9% | +3.7% | -0.3% |
| 3M | +12.9% | -14.1% | +27.0% | +16.7% |
| 6M | +4.3% | +6.6% | -2.3% | -2.1% |
| YTD | -8.0% | +45.0% | -53.1% | -23.7% |
| 1Y | -8.6% | +41.5% | -50.0% | -23.9% |
| 3Y | +71.9% | +78.8% | -6.9% | +28.3% |
| 5Y | +50.0% | +70.9% | -20.9% | +12.8% |
| 10Y | +390.1% | +317.1% | +73.0% | +162.7% |
| All | +528.6% | +224.6% | +304.0% | +269.4% |
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 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