+71.3%
EEM vs CBRE
+81.9%
-10.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.2% |
| 7D | +5.3% | -2.8% | +8.1% | +5.9% |
| 30D | -7.0% | +2.2% | -9.2% | -7.4% |
| 3M | -8.0% | -10.1% | +2.1% | -6.4% |
| 6M | -6.6% | -8.0% | +1.4% | -5.6% |
| YTD | +12.3% | -17.6% | +29.9% | +15.4% |
| 1Y | +12.2% | -14.7% | +26.9% | +14.2% |
| All | +71.3% | +81.9% | -10.7% | +41.9% |
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