+725.2%
EWY vs CBRE
+2,001.9%
-1,276.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +4.2% | -1.8% | +6.0% | +4.8% |
| 30D | -10.7% | +3.3% | -14.0% | -11.7% |
| 3M | -20.1% | -12.4% | -7.7% | -17.3% |
| 6M | -24.3% | -5.4% | -19.0% | -24.2% |
| YTD | +46.9% | -17.2% | +64.1% | +52.2% |
| 1Y | +55.2% | -13.1% | +68.3% | +58.3% |
| 3Y | +157.0% | +81.6% | +75.4% | +106.7% |
| 5Y | +98.9% | +26.4% | +72.4% | +76.0% |
| 10Y | +226.3% | +381.6% | -155.3% | +86.4% |
| All | +725.2% | +2,001.9% | -1,276.6% | +103.4% |
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