+43.6%
EWZ vs CBRE
+397.3%
-353.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -1.5% | +5.2% | -6.6% | -3.6% |
| 30D | -24.5% | +6.2% | -30.8% | -26.7% |
| 3M | -10.7% | -8.1% | -2.6% | -8.5% |
| 6M | -19.1% | -6.6% | -12.4% | -18.2% |
| YTD | +1.6% | -15.7% | +17.3% | +5.8% |
| 1Y | +4.3% | -9.7% | +13.9% | +5.1% |
| 3Y | +19.0% | +80.4% | -61.4% | -16.2% |
| 5Y | +57.7% | +27.0% | +30.7% | +27.6% |
| All | +43.6% | +397.3% | -353.7% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling