+49.9%
EWJ vs CBRE
+42.7%
+7.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | +1.0% | -1.7% | +2.7% | +1.4% |
| 30D | +1.0% | -3.0% | +3.9% | +1.6% |
| 3M | +7.2% | +2.6% | +4.6% | +5.9% |
| 6M | +13.9% | +2.0% | +11.9% | +12.4% |
| YTD | +20.8% | -13.1% | +33.9% | +24.1% |
| 1Y | +26.4% | -13.8% | +40.2% | +29.9% |
| 3Y | +71.8% | +63.9% | +7.9% | +40.5% |
| 5Y | +49.9% | +42.3% | +7.5% | +24.9% |
| All | +49.9% | +42.7% | +7.2% | +24.9% |
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 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