+152.5%
EWT vs CBRE
+41.5%
+111.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | +2.1% | -1.7% | +3.8% | +2.6% |
| 30D | +9.4% | -3.0% | +12.3% | +10.1% |
| 3M | +10.9% | +2.6% | +8.2% | +9.1% |
| 6M | +57.9% | +2.0% | +55.9% | +55.6% |
| YTD | +75.9% | -13.1% | +89.0% | +80.9% |
| 1Y | +89.7% | -13.8% | +103.5% | +95.1% |
| 3Y | +200.9% | +63.9% | +137.0% | +139.5% |
| All | +152.5% | +41.5% | +111.0% | +103.7% |
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 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