+238.8%
EQX vs CBRE
+256.2%
-17.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.3% |
| 7D | -3.2% | -5.0% | +1.8% | -2.4% |
| 30D | +7.8% | -4.7% | +12.4% | +8.6% |
| 3M | +21.3% | +6.5% | +14.8% | +20.0% |
| 6M | -22.4% | +6.1% | -28.5% | -23.2% |
| YTD | -11.3% | -12.6% | +1.3% | -10.0% |
| 1Y | +13.5% | -15.3% | +28.8% | +15.7% |
| 3Y | +162.1% | +64.6% | +97.5% | +138.6% |
| 5Y | +84.2% | +45.0% | +39.2% | +65.4% |
| All | +238.8% | +256.2% | -17.4% | +392.8% |
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