+88.5%
ENB vs CBRE
+407.4%
-318.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.5% |
| 7D | -4.7% | -5.0% | +0.3% | -3.2% |
| 30D | -5.9% | -4.7% | -1.2% | -4.8% |
| 3M | -14.2% | +6.5% | -20.8% | -16.4% |
| 6M | -8.6% | +6.1% | -14.6% | -11.2% |
| YTD | +3.9% | -12.6% | +16.5% | +6.3% |
| 1Y | +1.8% | -15.3% | +17.1% | +4.9% |
| 3Y | +68.5% | +64.6% | +3.9% | +33.3% |
| 5Y | +62.4% | +45.0% | +17.4% | +31.0% |
| All | +88.5% | +407.4% | -318.9% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling