+439.8%
EEM vs CBRE
+2,001.9%
-1,562.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.7% | -1.8% | +4.4% | +3.2% |
| 30D | -5.4% | +3.3% | -8.7% | -6.6% |
| 3M | -8.6% | -12.4% | +3.7% | -5.4% |
| 6M | -8.9% | -5.4% | -3.5% | -8.4% |
| YTD | +11.9% | -17.2% | +29.1% | +16.3% |
| 1Y | +13.1% | -13.1% | +26.2% | +15.6% |
| 3Y | +70.7% | +81.6% | -10.9% | +36.2% |
| 5Y | +31.8% | +26.4% | +5.3% | +15.6% |
| 10Y | +119.5% | +381.6% | -262.1% | +20.8% |
| All | +439.8% | +2,001.9% | -1,562.1% | +61.5% |
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