+251.1%
EQX vs CBRE
+254.1%
-3.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.0% |
| 7D | +1.7% | -1.7% | +3.4% | +2.0% |
| 30D | +11.1% | -3.0% | +14.1% | +11.6% |
| 3M | +23.1% | +2.6% | +20.5% | +22.5% |
| 6M | -21.8% | +2.0% | -23.8% | -22.1% |
| YTD | -8.1% | -13.1% | +5.0% | -6.7% |
| 1Y | +29.7% | -13.8% | +43.5% | +31.8% |
| 3Y | +179.9% | +63.9% | +116.0% | +154.9% |
| 5Y | +82.5% | +42.3% | +40.2% | +64.0% |
| All | +251.1% | +254.1% | -3.0% | +411.2% |
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