+41.2%
ECHO vs CBRE
-11.6%
+52.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.4% | +3.2% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +9.8% | +3.1% | +6.8% | +9.5% |
| 3M | +16.8% | -6.4% | +23.2% | +17.5% |
| 6M | -18.1% | -7.9% | -10.2% | -17.0% |
| YTD | -4.2% | -16.2% | +12.0% | +1.0% |
| 1Y | +41.2% | -11.2% | +52.5% | +53.7% |
| All | +41.2% | -11.6% | +52.8% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling