+476.1%
CBRE vs ESI
+182.6%
+293.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.3% |
| 7D | +5.2% | -8.5% | +13.7% | +8.3% |
| 30D | +6.2% | -15.7% | +21.9% | +12.2% |
| 3M | -8.1% | -18.2% | +10.1% | -2.5% |
| 6M | -6.6% | -28.8% | +22.2% | +1.9% |
| YTD | -15.7% | +26.3% | -42.0% | -27.2% |
| 1Y | -9.7% | +18.2% | -27.9% | -20.2% |
| 3Y | +80.4% | +68.1% | +12.3% | +36.1% |
| 5Y | +27.0% | +28.8% | -1.7% | +4.7% |
| 10Y | +412.9% | +329.8% | +83.1% | +176.5% |
| All | +476.1% | +182.6% | +293.5% | +252.2% |
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