+251.4%
CBRE vs ESTC
+31.2%
+220.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.3% |
| 7D | -2.0% | -8.1% | +6.1% | -0.3% |
| 30D | -2.2% | +31.7% | -33.9% | -7.9% |
| 3M | +12.9% | +41.1% | -28.1% | +4.6% |
| 6M | +4.3% | +77.1% | -72.8% | -8.5% |
| YTD | -8.0% | +21.7% | -29.7% | -13.4% |
| 1Y | -8.6% | +8.4% | -16.9% | -12.6% |
| 3Y | +71.9% | +23.6% | +48.3% | +50.5% |
| 5Y | +50.0% | -46.5% | +96.5% | +46.5% |
| All | +251.4% | +31.2% | +220.3% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling