+55.0%
EWZ vs CBRE
+50.7%
+4.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +6.5% | -2.0% | +8.5% | +6.9% |
| 30D | +4.8% | -2.2% | +7.0% | +5.2% |
| 3M | +9.9% | +12.9% | -3.0% | +5.9% |
| 6M | +1.9% | +4.3% | -2.4% | +0.2% |
| YTD | +20.3% | -8.0% | +28.4% | +21.3% |
| 1Y | +35.6% | -8.6% | +44.2% | +36.7% |
| 3Y | +43.4% | +71.9% | -28.4% | +16.6% |
| All | +55.0% | +50.7% | +4.3% | +26.7% |
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