+27.2%
EIX vs CBRE
+45.8%
-18.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.8% | +8.3% | +5.5% |
| 7D | +0.9% | -1.5% | +2.4% | +1.3% |
| 30D | -13.5% | -4.0% | -9.5% | -12.5% |
| 3M | -15.3% | +8.0% | -23.3% | -17.0% |
| 6M | -15.3% | +4.0% | -19.3% | -16.6% |
| YTD | +2.7% | -11.5% | +14.2% | +4.9% |
| 1Y | +17.4% | -13.0% | +30.4% | +20.4% |
| 3Y | -1.3% | +66.9% | -68.2% | -19.2% |
| 5Y | +27.2% | +45.0% | -17.9% | +3.7% |
| All | +27.2% | +45.8% | -18.6% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling