+442.2%
EIX vs CBRE
+2,039.6%
-1,597.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +1.0% | +5.2% | -4.2% | +0.1% |
| 30D | +9.1% | +6.2% | +2.9% | +7.9% |
| 3M | -10.2% | -8.1% | -2.1% | -9.1% |
| 6M | -11.2% | -6.6% | -4.6% | -10.5% |
| YTD | +4.5% | -15.7% | +20.2% | +6.5% |
| 1Y | +10.9% | -9.7% | +20.5% | +11.7% |
| 3Y | +8.4% | +80.4% | -72.0% | -3.0% |
| 5Y | +18.0% | +27.0% | -9.1% | +10.5% |
| 10Y | +30.3% | +412.9% | -382.6% | -2.3% |
| All | +442.2% | +2,039.6% | -1,597.4% | +201.3% |
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