-14.6%
EW vs CBRE
+26.4%
-40.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +11.0% | +5.2% | +5.8% | +9.4% |
| 30D | +19.1% | +6.2% | +12.8% | +16.8% |
| 3M | +14.4% | -8.1% | +22.5% | +16.6% |
| 6M | +22.8% | -6.6% | +29.4% | +24.2% |
| YTD | +19.8% | -15.7% | +35.5% | +23.8% |
| 1Y | +23.9% | -9.7% | +33.6% | +25.1% |
| 3Y | +52.2% | +80.4% | -28.2% | +12.0% |
| All | -14.6% | +26.4% | -40.9% | -26.3% |
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