+662.6%
ETSY vs CBRE
+379.0%
+283.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -1.0% | -1.8% | +0.7% | -0.2% |
| 30D | +7.3% | +3.3% | +4.0% | +5.7% |
| 3M | +10.3% | -12.4% | +22.7% | +17.1% |
| 6M | +55.1% | -5.4% | +60.4% | +58.0% |
| YTD | +60.5% | -17.2% | +77.7% | +73.6% |
| 1Y | +52.2% | -13.1% | +65.3% | +60.6% |
| 3Y | +40.8% | +81.6% | -40.8% | +2.3% |
| 5Y | -67.3% | +26.4% | -93.7% | -72.4% |
| All | +662.6% | +379.0% | +283.6% | +268.5% |
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