+228.4%
CBRE vs ESTC
+28.9%
+199.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +1.0% |
| 7D | +1.0% | -1.2% | +2.2% | +1.2% |
| 30D | +5.6% | -8.1% | +13.7% | +7.0% |
| 3M | -6.8% | +20.2% | -26.9% | -10.9% |
| 6M | -5.6% | +72.7% | -78.3% | -16.8% |
| YTD | -14.1% | +19.6% | -33.7% | -19.2% |
| 1Y | -9.5% | +0.3% | -9.8% | -12.2% |
| 3Y | +91.8% | +22.8% | +69.0% | +67.9% |
| 5Y | +30.3% | -50.9% | +81.2% | +29.7% |
| All | +228.4% | +28.9% | +199.5% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling