+601.9%
ED vs CBRE
+2,234.5%
-1,632.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -0.2% | -2.0% | +1.8% | 0.0% |
| 30D | -0.1% | -2.2% | +2.1% | 0.0% |
| 3M | +3.9% | +12.9% | -9.0% | +2.6% |
| 6M | -3.0% | +4.3% | -7.3% | -3.6% |
| YTD | +10.7% | -8.0% | +18.7% | +11.0% |
| 1Y | +13.3% | -8.6% | +21.9% | +13.7% |
| 3Y | +34.5% | +71.9% | -37.4% | +26.0% |
| 5Y | +67.1% | +50.0% | +17.1% | +57.5% |
| 10Y | +103.0% | +390.1% | -287.0% | +68.9% |
| All | +601.9% | +2,234.5% | -1,632.6% | +372.0% |
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