+134.3%
ED vs CBRE
+421.6%
-287.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | -0.1% | +1.0% | -1.1% | -0.2% |
| 30D | +11.6% | +5.6% | +5.9% | +10.6% |
| 3M | +10.5% | -6.8% | +17.3% | +11.4% |
| 6M | +13.2% | -5.6% | +18.8% | +13.7% |
| YTD | +22.1% | -14.1% | +36.2% | +23.7% |
| 1Y | +24.2% | -9.5% | +33.6% | +24.6% |
| 3Y | +46.9% | +91.8% | -44.9% | +27.3% |
| 5Y | +80.8% | +30.3% | +50.5% | +65.0% |
| 10Y | +134.3% | +406.9% | -272.6% | +77.2% |
| All | +134.3% | +421.6% | -287.3% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling