+32.2%
EIX vs CBRE
+421.6%
-389.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.7% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | +8.8% | +5.6% | +3.1% | +6.7% |
| 3M | -10.9% | -6.8% | -4.2% | -9.2% |
| 6M | -10.3% | -5.6% | -4.7% | -9.2% |
| YTD | +5.8% | -14.1% | +19.9% | +9.0% |
| 1Y | +11.4% | -9.5% | +20.9% | +12.6% |
| 3Y | +11.1% | +91.8% | -80.7% | -14.2% |
| 5Y | +18.5% | +30.3% | -11.8% | +1.4% |
| 10Y | +32.2% | +406.9% | -374.6% | -20.2% |
| All | +32.2% | +421.6% | -389.4% | -20.2% |
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