+1,284.9%
EME vs CBRE
+398.3%
+886.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | +0.9% | -7.2% | +8.2% | +4.4% |
| 30D | -8.4% | -6.4% | -2.0% | -6.0% |
| 3M | -3.6% | +2.9% | -6.5% | -6.3% |
| 6M | +3.6% | +2.5% | +1.0% | +0.3% |
| YTD | +22.5% | -14.2% | +36.7% | +27.5% |
| 1Y | +18.2% | -15.1% | +33.3% | +23.1% |
| 3Y | +238.4% | +61.9% | +176.5% | +144.1% |
| 5Y | +550.5% | +42.4% | +508.1% | +388.7% |
| All | +1,284.9% | +398.3% | +886.5% | +486.1% |
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 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