-3.8%
ENTG vs CBRE
+30.4%
-34.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.5% | +8.1% |
| 7D | -7.6% | +1.0% | -8.6% | -8.2% |
| 30D | -15.5% | +5.6% | -21.1% | -19.2% |
| 3M | -7.8% | -6.8% | -1.1% | -5.1% |
| 6M | -5.9% | -5.6% | -0.4% | -5.9% |
| YTD | +66.7% | -14.1% | +80.8% | +76.2% |
| 1Y | +62.1% | -9.5% | +71.6% | +63.8% |
| 3Y | +56.3% | +91.8% | -35.5% | -21.4% |
| 5Y | -3.8% | +30.3% | -34.1% | -36.9% |
| All | -3.8% | +30.4% | -34.2% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling