+544.6%
EWZ vs CBRE
+2,234.5%
-1,689.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +6.5% | -2.0% | +8.5% | +7.1% |
| 30D | +4.8% | -2.2% | +7.0% | +5.3% |
| 3M | +9.9% | +12.9% | -3.0% | +4.9% |
| 6M | +1.9% | +4.3% | -2.4% | -0.3% |
| YTD | +20.3% | -8.0% | +28.4% | +21.5% |
| 1Y | +35.6% | -8.6% | +44.2% | +36.9% |
| 3Y | +43.4% | +71.9% | -28.4% | +14.7% |
| 5Y | +55.9% | +50.0% | +5.9% | +27.7% |
| 10Y | +84.2% | +390.1% | -305.9% | +0.6% |
| All | +544.6% | +2,234.5% | -1,689.9% | +93.8% |
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 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