+444.5%
EWZ vs CBRE
+2,039.6%
-1,595.1%
-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% | +1.3% | +0.9% |
| 7D | -1.5% | +5.2% | -6.6% | -3.2% |
| 30D | -24.5% | +6.2% | -30.8% | -26.3% |
| 3M | -10.7% | -8.1% | -2.6% | -8.9% |
| 6M | -19.1% | -6.6% | -12.4% | -18.4% |
| YTD | +1.6% | -15.7% | +17.3% | +5.0% |
| 1Y | +4.3% | -9.7% | +13.9% | +5.2% |
| 3Y | +19.0% | +80.4% | -61.4% | -6.8% |
| 5Y | +57.7% | +27.0% | +30.7% | +35.7% |
| 10Y | +51.3% | +412.9% | -361.6% | -18.8% |
| All | +444.5% | +2,039.6% | -1,595.1% | +67.5% |
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