+372.7%
ETR vs CBRE
+379.0%
-6.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.2% | -1.8% | +2.9% | +1.6% |
| 30D | +7.0% | +3.3% | +3.7% | +5.9% |
| 3M | +4.6% | -12.4% | +17.0% | +7.8% |
| 6M | +0.1% | -5.4% | +5.5% | +0.7% |
| YTD | +23.2% | -17.2% | +40.4% | +27.2% |
| 1Y | +20.6% | -13.1% | +33.7% | +22.7% |
| 3Y | +156.3% | +81.6% | +74.7% | +105.7% |
| 5Y | +159.6% | +26.4% | +133.2% | +126.7% |
| All | +372.7% | +379.0% | -6.3% | +196.3% |
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