-67.2%
ETSY vs CBRE
+41.5%
-108.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.1% |
| 7D | -12.9% | -1.7% | -11.2% | -11.9% |
| 30D | -11.5% | -3.0% | -8.5% | -10.0% |
| 3M | +3.5% | +2.6% | +0.9% | +1.1% |
| 6M | +27.6% | +2.0% | +25.6% | +24.1% |
| YTD | +28.4% | -13.1% | +41.5% | +38.6% |
| 1Y | +27.1% | -13.8% | +40.9% | +38.1% |
| 3Y | +6.0% | +63.9% | -57.8% | -34.4% |
| All | -67.2% | +41.5% | -108.7% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling