+121.7%
EW vs CBRE
+378.3%
-256.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.2% | -2.2% |
| 7D | -4.4% | -1.5% | -2.9% | -4.0% |
| 30D | -3.3% | -4.0% | +0.7% | -2.2% |
| 3M | +1.0% | +8.0% | -7.0% | -2.3% |
| 6M | +6.2% | +4.0% | +2.3% | +3.8% |
| YTD | +1.7% | -11.5% | +13.2% | +4.4% |
| 1Y | +8.1% | -13.0% | +21.1% | +11.4% |
| 3Y | +17.1% | +66.9% | -49.8% | -10.9% |
| 5Y | -29.4% | +45.0% | -74.4% | -43.8% |
| 10Y | +121.7% | +385.0% | -263.3% | +10.8% |
| All | +121.7% | +378.3% | -256.6% | +10.8% |
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 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