+891.5%
ETR vs CBRE
+1,992.7%
-1,101.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.5% | -2.8% | +4.3% | +1.9% |
| 30D | +6.6% | +2.2% | +4.4% | +6.2% |
| 3M | +4.4% | -10.1% | +14.5% | +5.7% |
| 6M | -0.3% | -8.0% | +7.7% | +0.5% |
| YTD | +23.3% | -17.6% | +40.9% | +25.5% |
| 1Y | +18.9% | -14.7% | +33.6% | +20.4% |
| 3Y | +155.5% | +80.4% | +75.1% | +131.9% |
| 5Y | +159.9% | +25.9% | +134.0% | +145.3% |
| 10Y | +377.6% | +379.5% | -1.9% | +276.0% |
| All | +891.5% | +1,992.7% | -1,101.2% | +522.6% |
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