+290.8%
EWY vs CBRE
+398.3%
-107.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.8% |
| 7D | +1.2% | -7.2% | +8.5% | +3.8% |
| 30D | +9.3% | -6.4% | +15.7% | +11.5% |
| 3M | +2.4% | +2.9% | -0.5% | +0.3% |
| 6M | +40.3% | +2.5% | +37.8% | +37.4% |
| YTD | +88.0% | -14.2% | +102.2% | +94.2% |
| 1Y | +143.8% | -15.1% | +159.0% | +152.0% |
| 3Y | +217.8% | +61.9% | +155.9% | +150.8% |
| 5Y | +142.7% | +42.4% | +100.3% | +97.3% |
| All | +290.8% | +398.3% | -107.5% | +105.3% |
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