+2,318.9%
ETN vs CBRE
+2,146.2%
+172.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.5% | +3.8% |
| 7D | +8.0% | -1.5% | +9.6% | +8.4% |
| 30D | -5.9% | -4.0% | -1.9% | -5.1% |
| 3M | +5.0% | +8.0% | -3.0% | +1.8% |
| 6M | +22.4% | +4.0% | +18.4% | +19.7% |
| YTD | +33.6% | -11.5% | +45.2% | +35.7% |
| 1Y | +22.1% | -13.0% | +35.1% | +24.3% |
| 3Y | +85.6% | +66.9% | +18.7% | +54.5% |
| 5Y | +179.2% | +45.0% | +134.2% | +140.0% |
| 10Y | +687.3% | +385.0% | +302.3% | +384.2% |
| All | +2,318.9% | +2,146.2% | +172.7% | +831.8% |
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