+294.4%
ECHO vs CBRE
+526.9%
-232.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.4% | +3.4% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +9.8% | +3.1% | +6.8% | +9.0% |
| 3M | +16.8% | -6.4% | +23.2% | +18.0% |
| 6M | -18.1% | -7.9% | -10.2% | -17.2% |
| YTD | -4.2% | -16.2% | +12.0% | -1.7% |
| 1Y | +41.2% | -11.2% | +52.5% | +43.0% |
| 3Y | +943.7% | +83.4% | +860.3% | +808.7% |
| 5Y | +277.5% | +28.4% | +249.1% | +251.3% |
| 10Y | +159.8% | +386.8% | -227.0% | +90.2% |
| All | +294.4% | +526.9% | -232.5% | +146.5% |
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 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