+811.7%
EMR vs CBRE
+2,234.5%
-1,422.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -1.5% | -2.0% | +0.4% | -1.0% |
| 30D | -5.6% | -2.2% | -3.4% | -5.2% |
| 3M | +7.9% | +12.9% | -5.0% | +3.9% |
| 6M | +6.0% | +4.3% | +1.7% | +4.2% |
| YTD | +16.4% | -8.0% | +24.5% | +18.4% |
| 1Y | +16.6% | -8.6% | +25.2% | +18.6% |
| 3Y | +62.9% | +71.9% | -9.0% | +37.7% |
| 5Y | +60.1% | +50.0% | +10.1% | +39.2% |
| 10Y | +268.7% | +390.1% | -121.3% | +134.7% |
| All | +811.7% | +2,234.5% | -1,422.8% | +235.9% |
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