+240.0%
ECHO vs CBRE
+587.7%
-347.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +3.4% | -2.0% | +5.4% | +3.8% |
| 30D | +2.4% | -2.2% | +4.5% | +2.7% |
| 3M | -28.0% | +12.9% | -40.9% | -30.0% |
| 6M | -21.2% | +4.3% | -25.6% | -22.3% |
| YTD | -17.4% | -8.0% | -9.3% | -16.7% |
| 1Y | +33.6% | -8.6% | +42.2% | +34.6% |
| 3Y | +419.7% | +71.9% | +347.8% | +359.5% |
| 5Y | +241.7% | +50.0% | +191.7% | +208.7% |
| 10Y | +180.8% | +390.1% | -209.3% | +104.6% |
| All | +240.0% | +587.7% | -347.7% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling