+549.2%
EME vs CBRE
+42.7%
+506.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.8% |
| 7D | +2.7% | -1.7% | +4.4% | +3.2% |
| 30D | -6.8% | -3.0% | -3.8% | -6.2% |
| 3M | -8.8% | +2.6% | -11.5% | -10.7% |
| 6M | +5.0% | +2.0% | +3.0% | +2.7% |
| YTD | +23.5% | -13.1% | +36.6% | +27.3% |
| 1Y | +21.3% | -13.8% | +35.1% | +25.0% |
| 3Y | +241.1% | +63.9% | +177.2% | +156.5% |
| 5Y | +549.2% | +42.3% | +506.8% | +410.7% |
| All | +549.2% | +42.7% | +506.5% | +410.7% |
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