+173.7%
ET vs CBRE
+381.8%
-208.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | +0.6% | -1.7% | +2.3% | +1.2% |
| 30D | +5.3% | -3.0% | +8.3% | +6.1% |
| 3M | +15.6% | +2.6% | +13.0% | +13.2% |
| 6M | +20.6% | +2.0% | +18.6% | +17.5% |
| YTD | +38.5% | -13.1% | +51.7% | +42.9% |
| 1Y | +35.7% | -13.8% | +49.5% | +39.9% |
| 3Y | +98.4% | +63.9% | +34.5% | +45.3% |
| 5Y | +245.3% | +42.3% | +203.0% | +161.5% |
| 10Y | +173.7% | +401.2% | -227.4% | +5.5% |
| All | +173.7% | +381.8% | -208.1% | +5.5% |
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