+911.3%
EMR vs CBRE
+2,081.6%
-1,170.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.5% | +3.9% |
| 7D | +2.1% | +1.0% | +1.1% | +1.9% |
| 30D | +4.8% | +5.6% | -0.9% | +3.0% |
| 3M | +7.5% | -6.8% | +14.2% | +9.2% |
| 6M | +20.9% | -5.6% | +26.4% | +21.8% |
| YTD | +29.2% | -14.1% | +43.2% | +33.5% |
| 1Y | +33.0% | -9.5% | +42.5% | +35.4% |
| 3Y | +109.8% | +91.8% | +18.0% | +71.9% |
| 5Y | +91.9% | +30.3% | +61.6% | +73.1% |
| 10Y | +301.5% | +406.9% | -105.4% | +154.0% |
| All | +911.3% | +2,081.6% | -1,170.3% | +278.8% |
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