+706.7%
ETN vs CBRE
+407.4%
+299.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.1% | +3.1% |
| 7D | +3.5% | -5.0% | +8.5% | +6.0% |
| 30D | -7.5% | -4.7% | -2.8% | -5.9% |
| 3M | +8.3% | +6.5% | +1.8% | +3.4% |
| 6M | +20.2% | +6.1% | +14.1% | +14.3% |
| YTD | +34.7% | -12.6% | +47.3% | +38.6% |
| 1Y | +19.4% | -15.3% | +34.8% | +24.3% |
| 3Y | +85.5% | +64.6% | +20.9% | +30.7% |
| 5Y | +186.6% | +45.0% | +141.6% | +110.7% |
| All | +706.7% | +407.4% | +299.2% | +210.9% |
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