+45.0%
ED vs CBRE
+79.1%
-34.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +1.6% | +5.2% | -3.5% | +1.4% |
| 30D | +13.3% | +6.2% | +7.1% | +12.9% |
| 3M | +9.7% | -8.1% | +17.8% | +10.0% |
| 6M | +12.8% | -6.6% | +19.4% | +12.9% |
| YTD | +22.3% | -15.7% | +38.0% | +22.7% |
| 1Y | +26.3% | -9.7% | +35.9% | +25.9% |
| 3Y | +45.0% | +80.4% | -35.4% | +23.3% |
| All | +45.0% | +79.1% | -34.1% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling