-29.2%
ETHA vs CBRE
+42.0%
-71.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.2% |
| 7D | +2.9% | -1.7% | +4.6% | +3.8% |
| 30D | +31.4% | -3.0% | +34.4% | +32.9% |
| 3M | +48.9% | +2.6% | +46.2% | +45.3% |
| 6M | +20.9% | +2.0% | +18.9% | +17.9% |
| YTD | -17.2% | -13.1% | -4.0% | -12.0% |
| 1Y | -42.8% | -13.8% | -29.0% | -39.1% |
| All | -29.2% | +42.0% | -71.2% | -48.1% |
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