+218.8%
EWJ vs CBRE
+2,001.9%
-1,783.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.0% | -1.8% | +5.7% | +4.3% |
| 30D | -4.3% | +3.3% | -7.6% | -5.0% |
| 3M | -6.8% | -12.4% | +5.5% | -4.7% |
| 6M | -0.9% | -5.4% | +4.5% | -0.4% |
| YTD | +14.3% | -17.2% | +31.5% | +17.2% |
| 1Y | +15.3% | -13.1% | +28.4% | +17.2% |
| 3Y | +65.6% | +81.6% | -15.9% | +44.8% |
| 5Y | +47.5% | +26.4% | +21.0% | +36.6% |
| 10Y | +126.2% | +381.6% | -255.4% | +59.0% |
| All | +218.8% | +2,001.9% | -1,783.1% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling