+889.4%
ETR vs CBRE
+2,028.3%
-1,138.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.3% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | +8.7% | +3.1% | +5.6% | +8.1% |
| 3M | +6.4% | -6.4% | +12.7% | +7.1% |
| 6M | +0.7% | -7.9% | +8.6% | +1.4% |
| YTD | +23.0% | -16.2% | +39.2% | +25.0% |
| 1Y | +17.9% | -11.2% | +29.1% | +18.8% |
| 3Y | +154.9% | +83.4% | +71.5% | +130.9% |
| 5Y | +157.3% | +28.4% | +128.8% | +142.2% |
| 10Y | +373.4% | +386.8% | -13.4% | +271.8% |
| All | +889.4% | +2,028.3% | -1,138.9% | +519.8% |
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