+226.4%
EWY vs CBRE
+63.2%
+163.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.8% |
| 7D | +6.7% | -1.7% | +8.3% | +7.0% |
| 30D | +17.0% | -3.0% | +19.9% | +17.5% |
| 3M | +3.7% | +2.6% | +1.0% | +2.4% |
| 6M | +42.5% | +2.0% | +40.5% | +41.2% |
| YTD | +96.2% | -13.1% | +109.4% | +100.6% |
| 1Y | +160.4% | -13.8% | +174.2% | +166.1% |
| All | +226.4% | +63.2% | +163.3% | +160.6% |
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