+131.7%
EMB vs CBRE
+584.5%
-452.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | 0.0% | -2.0% | +2.0% | +0.1% |
| 30D | -0.3% | -2.2% | +1.9% | -0.2% |
| 3M | -0.4% | +12.9% | -13.3% | -1.0% |
| 6M | +0.1% | +4.3% | -4.2% | -0.2% |
| YTD | +1.6% | -8.0% | +9.6% | +1.8% |
| 1Y | +5.6% | -8.6% | +14.2% | +5.8% |
| 3Y | +29.8% | +71.9% | -42.0% | +26.3% |
| 5Y | +7.3% | +50.0% | -42.7% | +4.5% |
| 10Y | +30.4% | +390.1% | -359.6% | +22.2% |
| All | +131.7% | +584.5% | -452.8% | +112.9% |
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 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