+991.6%
EWY vs CBRE
+2,234.5%
-1,242.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.8% |
| 7D | +4.8% | -2.0% | +6.8% | +5.4% |
| 30D | +11.7% | -2.2% | +13.9% | +12.2% |
| 3M | -7.4% | +12.9% | -20.3% | -11.5% |
| 6M | +40.6% | +4.3% | +36.2% | +37.4% |
| YTD | +94.3% | -8.0% | +102.3% | +95.8% |
| 1Y | +164.3% | -8.6% | +172.8% | +165.9% |
| 3Y | +221.0% | +71.9% | +149.1% | +162.9% |
| 5Y | +139.1% | +50.0% | +89.1% | +101.7% |
| 10Y | +298.8% | +390.1% | -91.3% | +126.9% |
| All | +991.6% | +2,234.5% | -1,242.8% | +161.6% |
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 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