+35.9%
EIX vs CBRE
+379.0%
-343.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.4% | -1.8% | +3.1% | +1.9% |
| 30D | +8.5% | +3.3% | +5.3% | +7.2% |
| 3M | -13.5% | -12.4% | -1.1% | -10.1% |
| 6M | -12.4% | -5.4% | -7.0% | -11.4% |
| YTD | +5.9% | -17.2% | +23.1% | +10.3% |
| 1Y | +7.6% | -13.1% | +20.7% | +10.2% |
| 3Y | +12.8% | +81.6% | -68.8% | -11.4% |
| 5Y | +19.2% | +26.4% | -7.2% | +2.9% |
| All | +35.9% | +379.0% | -343.2% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling