+283.1%
ECHO vs CBRE
+542.7%
-259.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.0% | +5.0% | +6.5% |
| 7D | +3.0% | +1.0% | +2.0% | +2.8% |
| 30D | +6.7% | +5.6% | +1.1% | +5.4% |
| 3M | +12.4% | -6.8% | +19.1% | +13.7% |
| 6M | -20.4% | -5.6% | -14.8% | -20.0% |
| YTD | -6.9% | -14.1% | +7.2% | -5.0% |
| 1Y | +37.7% | -9.5% | +47.2% | +38.9% |
| 3Y | +902.9% | +91.8% | +811.1% | +765.4% |
| 5Y | +275.3% | +30.3% | +245.0% | +248.2% |
| 10Y | +159.0% | +406.9% | -247.9% | +88.3% |
| All | +283.1% | +542.7% | -259.5% | +138.3% |
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