+675.6%
ED vs CBRE
+2,039.6%
-1,364.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +1.6% | +5.2% | -3.5% | +1.2% |
| 30D | +13.3% | +6.2% | +7.1% | +12.6% |
| 3M | +9.7% | -8.1% | +17.8% | +10.4% |
| 6M | +12.8% | -6.6% | +19.4% | +13.2% |
| YTD | +22.3% | -15.7% | +38.0% | +23.6% |
| 1Y | +26.3% | -9.7% | +35.9% | +26.7% |
| 3Y | +45.0% | +80.4% | -35.4% | +35.2% |
| 5Y | +80.2% | +27.0% | +53.2% | +72.3% |
| 10Y | +129.9% | +412.9% | -283.1% | +90.5% |
| All | +675.6% | +2,039.6% | -1,364.0% | +425.3% |
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