+1,102.5%
EWT vs CBRE
+2,234.5%
-1,131.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +4.0% | -2.0% | +5.9% | +4.4% |
| 30D | +10.3% | -2.2% | +12.5% | +10.7% |
| 3M | +6.1% | +12.9% | -6.8% | +2.7% |
| 6M | +56.6% | +4.3% | +52.3% | +54.2% |
| YTD | +76.6% | -8.0% | +84.6% | +78.0% |
| 1Y | +97.9% | -8.6% | +106.4% | +99.4% |
| 3Y | +198.0% | +71.9% | +126.1% | +157.1% |
| 5Y | +151.8% | +50.0% | +101.7% | +121.6% |
| 10Y | +514.1% | +390.1% | +124.1% | +299.3% |
| All | +1,102.5% | +2,234.5% | -1,131.9% | +292.7% |
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