+259.3%
ECHO vs CBRE
+45.8%
+213.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.8% | +7.8% | +5.7% |
| 7D | +8.6% | -1.5% | +10.1% | +9.2% |
| 30D | +3.8% | -4.0% | +7.7% | +5.2% |
| 3M | -19.9% | +8.0% | -27.9% | -23.5% |
| 6M | -12.1% | +4.0% | -16.0% | -15.0% |
| YTD | -14.1% | -11.5% | -2.5% | -11.1% |
| 1Y | +15.9% | -13.0% | +28.9% | +20.3% |
| 3Y | +417.8% | +66.9% | +351.0% | +262.3% |
| 5Y | +259.3% | +45.0% | +214.3% | +159.5% |
| All | +259.3% | +45.8% | +213.5% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling