+65.9%
EW vs CBRE
+82.7%
-16.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.2% |
| 7D | +4.9% | -1.8% | +6.7% | +5.1% |
| 30D | +23.9% | +3.3% | +20.6% | +23.4% |
| 3M | +15.8% | -12.4% | +28.1% | +17.3% |
| 6M | +31.7% | -5.4% | +37.0% | +32.1% |
| YTD | +25.7% | -17.2% | +42.9% | +27.2% |
| 1Y | +24.4% | -13.1% | +37.5% | +25.4% |
| 3Y | +65.9% | +81.6% | -15.7% | +64.9% |
| All | +65.9% | +82.7% | -16.9% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling