+91.0%
EEM vs CBRE
+67.4%
+23.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.9% |
| 7D | +3.1% | -1.5% | +4.6% | +3.3% |
| 30D | +4.9% | -4.0% | +8.9% | +5.5% |
| 3M | +5.2% | +8.0% | -2.8% | +3.1% |
| 6M | +20.7% | +4.0% | +16.7% | +19.2% |
| YTD | +26.5% | -11.5% | +38.0% | +28.4% |
| 1Y | +37.8% | -13.0% | +50.8% | +40.3% |
| 3Y | +91.0% | +66.9% | +24.1% | +60.9% |
| All | +91.0% | +67.4% | +23.5% | +60.9% |
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