+238.2%
ET vs CBRE
+45.8%
+192.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.0% |
| 7D | +0.4% | -1.5% | +1.9% | +0.7% |
| 30D | +6.9% | -4.0% | +10.9% | +7.7% |
| 3M | +13.1% | +8.0% | +5.1% | +10.2% |
| 6M | +18.7% | +4.0% | +14.7% | +16.3% |
| YTD | +37.4% | -11.5% | +49.0% | +39.9% |
| 1Y | +34.8% | -13.0% | +47.8% | +37.5% |
| 3Y | +96.8% | +66.9% | +29.9% | +60.1% |
| 5Y | +238.2% | +45.0% | +193.2% | +168.5% |
| All | +238.2% | +45.8% | +192.5% | +168.5% |
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 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