+6,412.4%
EME vs CBRE
+2,001.9%
+4,410.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +8.4% | -1.8% | +10.1% | +9.1% |
| 30D | -11.5% | +3.3% | -14.8% | -12.8% |
| 3M | -20.6% | -12.4% | -8.3% | -17.5% |
| 6M | -28.5% | -5.4% | -23.1% | -28.2% |
| YTD | +8.0% | -17.2% | +25.2% | +12.4% |
| 1Y | +6.8% | -13.1% | +19.8% | +9.1% |
| 3Y | +213.9% | +81.6% | +132.3% | +141.4% |
| 5Y | +414.8% | +26.4% | +388.4% | +344.2% |
| 10Y | +916.9% | +381.6% | +535.3% | +440.7% |
| All | +6,412.4% | +2,001.9% | +4,410.5% | +1,671.9% |
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