+444.3%
EQT vs CBRE
+2,105.5%
-1,661.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -2.0% | -1.7% | -0.3% | -1.7% |
| 30D | +1.0% | -3.0% | +4.0% | +1.6% |
| 3M | +4.0% | +2.6% | +1.4% | +2.9% |
| 6M | -11.7% | +2.0% | -13.7% | -12.9% |
| YTD | +2.8% | -13.1% | +15.9% | +4.8% |
| 1Y | +10.0% | -13.8% | +23.8% | +12.1% |
| 3Y | +34.1% | +63.9% | -29.7% | +15.5% |
| 5Y | +195.3% | +42.3% | +152.9% | +160.9% |
| 10Y | +51.6% | +401.2% | -349.6% | -3.7% |
| All | +444.3% | +2,105.5% | -1,661.2% | +107.4% |
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