+126.7%
EMB vs CBRE
+524.0%
-397.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | +0.9% | +3.1% | -2.2% | +0.7% |
| 3M | -2.1% | -6.4% | +4.2% | -1.9% |
| 6M | -2.2% | -7.9% | +5.7% | -2.0% |
| YTD | -0.6% | -16.2% | +15.6% | -0.1% |
| 1Y | +0.2% | -11.2% | +11.4% | +0.5% |
| 3Y | +29.5% | +83.4% | -53.9% | +25.7% |
| 5Y | +8.0% | +28.4% | -20.5% | +5.8% |
| 10Y | +35.3% | +386.8% | -351.4% | +27.0% |
| All | +126.7% | +524.0% | -397.3% | +109.1% |
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