+141.3%
ED vs CBRE
+388.5%
-247.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.1% |
| 7D | +2.1% | -0.5% | +2.7% | +2.2% |
| 30D | +12.4% | +3.1% | +9.4% | +11.8% |
| 3M | +13.1% | -6.4% | +19.5% | +13.9% |
| 6M | +14.1% | -7.9% | +22.0% | +14.9% |
| YTD | +23.1% | -16.2% | +39.2% | +25.1% |
| 1Y | +25.4% | -11.2% | +36.7% | +26.2% |
| 3Y | +47.9% | +83.4% | -35.6% | +29.0% |
| 5Y | +81.9% | +28.4% | +53.4% | +66.3% |
| 10Y | +141.3% | +386.8% | -245.5% | +82.7% |
| All | +141.3% | +388.5% | -247.3% | +82.7% |
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