+502.6%
EWT vs CBRE
+398.3%
+104.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -1.1% | -7.2% | +6.1% | +1.0% |
| 30D | +4.8% | -6.4% | +11.2% | +6.6% |
| 3M | +11.1% | +2.9% | +8.2% | +9.4% |
| 6M | +54.6% | +2.5% | +52.1% | +52.3% |
| YTD | +71.4% | -14.2% | +85.6% | +76.5% |
| 1Y | +82.1% | -15.1% | +97.2% | +87.7% |
| 3Y | +193.2% | +61.9% | +131.3% | +144.8% |
| 5Y | +146.1% | +42.4% | +103.7% | +109.4% |
| All | +502.6% | +398.3% | +104.3% | +261.7% |
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 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