+157.0%
EWY vs CBRE
+82.7%
+74.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +4.2% | -1.8% | +6.0% | +4.6% |
| 30D | -10.7% | +3.3% | -14.0% | -11.2% |
| 3M | -20.1% | -12.4% | -7.7% | -18.0% |
| 6M | -24.3% | -5.4% | -19.0% | -23.8% |
| YTD | +46.9% | -17.2% | +64.1% | +51.5% |
| 1Y | +55.2% | -13.1% | +68.3% | +57.6% |
| 3Y | +157.0% | +81.6% | +75.4% | +102.5% |
| All | +157.0% | +82.7% | +74.2% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling