+153.3%
EWY vs CBRE
+42.7%
+110.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | +6.7% | -1.7% | +8.3% | +7.1% |
| 30D | +17.0% | -3.0% | +19.9% | +17.7% |
| 3M | +3.7% | +2.6% | +1.0% | +1.8% |
| 6M | +42.5% | +2.0% | +40.5% | +40.1% |
| YTD | +96.2% | -13.1% | +109.4% | +101.9% |
| 1Y | +160.4% | -13.8% | +174.2% | +167.7% |
| 3Y | +231.7% | +63.9% | +167.8% | +153.8% |
| 5Y | +153.3% | +42.3% | +110.9% | +100.8% |
| All | +153.3% | +42.7% | +110.6% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling