+899.5%
EMR vs CBRE
+2,028.3%
-1,128.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.5% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +3.5% | +3.1% | +0.5% | +2.5% |
| 3M | +5.9% | -6.4% | +12.3% | +7.5% |
| 6M | +19.4% | -7.9% | +27.3% | +21.3% |
| YTD | +27.7% | -16.2% | +43.8% | +32.9% |
| 1Y | +30.9% | -11.2% | +42.1% | +34.1% |
| 3Y | +104.2% | +83.4% | +20.8% | +69.4% |
| 5Y | +89.6% | +28.4% | +61.2% | +71.8% |
| 10Y | +280.0% | +386.8% | -106.8% | +142.9% |
| All | +899.5% | +2,028.3% | -1,128.8% | +277.0% |
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