+125.9%
EWJ vs CBRE
+379.0%
-253.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.0% | -1.8% | +5.7% | +4.5% |
| 30D | -4.3% | +3.3% | -7.6% | -5.2% |
| 3M | -6.8% | -12.4% | +5.5% | -3.9% |
| 6M | -0.9% | -5.4% | +4.5% | -0.3% |
| YTD | +14.3% | -17.2% | +31.5% | +18.4% |
| 1Y | +15.3% | -13.1% | +28.4% | +17.8% |
| 3Y | +65.6% | +81.6% | -15.9% | +35.2% |
| 5Y | +47.5% | +26.4% | +21.0% | +30.5% |
| All | +125.9% | +379.0% | -253.1% | +42.5% |
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