+159.8%
ECHO vs CBRE
+388.5%
-228.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.4% | +4.0% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | +9.8% | +3.1% | +6.8% | +8.0% |
| 3M | +16.8% | -6.4% | +23.2% | +19.2% |
| 6M | -18.1% | -7.9% | -10.2% | -16.5% |
| YTD | -4.2% | -16.2% | +12.0% | +0.8% |
| 1Y | +41.2% | -11.2% | +52.5% | +44.1% |
| 3Y | +943.7% | +83.4% | +860.3% | +634.1% |
| 5Y | +277.5% | +28.4% | +249.1% | +207.7% |
| 10Y | +159.8% | +386.8% | -227.0% | +23.5% |
| All | +159.8% | +388.5% | -228.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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