+943.9%
EWT vs CBRE
+2,001.9%
-1,058.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +9.1% | -1.8% | +10.9% | +9.6% |
| 30D | -12.2% | +3.3% | -15.5% | -13.0% |
| 3M | -9.4% | -12.4% | +2.9% | -7.0% |
| 6M | +2.7% | -5.4% | +8.0% | +3.1% |
| YTD | +53.3% | -17.2% | +70.5% | +57.9% |
| 1Y | +59.2% | -13.1% | +72.3% | +62.1% |
| 3Y | +157.1% | +81.6% | +75.5% | +119.0% |
| 5Y | +119.6% | +26.4% | +93.2% | +100.6% |
| 10Y | +446.9% | +381.6% | +65.3% | +256.9% |
| All | +943.9% | +2,001.9% | -1,058.0% | +248.4% |
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