+508.7%
EEM vs CBRE
+2,234.5%
-1,725.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +2.3% | -2.0% | +4.3% | +2.9% |
| 30D | +4.5% | -2.2% | +6.7% | +5.0% |
| 3M | -0.1% | +12.9% | -13.0% | -4.3% |
| 6M | +16.9% | +4.3% | +12.6% | +14.5% |
| YTD | +26.2% | -8.0% | +34.3% | +27.5% |
| 1Y | +40.5% | -8.6% | +49.1% | +41.8% |
| 3Y | +86.2% | +71.9% | +14.3% | +51.5% |
| 5Y | +45.5% | +50.0% | -4.5% | +21.4% |
| 10Y | +128.6% | +390.1% | -261.4% | +25.4% |
| All | +508.7% | +2,234.5% | -1,725.8% | +77.1% |
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