+291.6%
ETR vs CBRE
+398.3%
-106.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -1.9% | -7.2% | +5.3% | 0.0% |
| 30D | -0.2% | -6.4% | +6.2% | +1.4% |
| 3M | -3.7% | +2.9% | -6.7% | -4.9% |
| 6M | +2.1% | +2.5% | -0.4% | +0.5% |
| YTD | +16.5% | -14.2% | +30.6% | +19.5% |
| 1Y | +22.5% | -15.1% | +37.7% | +25.9% |
| 3Y | +144.7% | +61.9% | +82.8% | +103.8% |
| 5Y | +125.2% | +42.4% | +82.8% | +90.2% |
| All | +291.6% | +398.3% | -106.8% | +140.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling