-55.3%
AFRM vs CBRE
+28.0%
-83.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +3.1% |
| 7D | -10.3% | -4.6% | -5.6% | -4.7% |
| 30D | -13.7% | +3.0% | -16.7% | -17.3% |
| 3M | -11.6% | -8.7% | -2.8% | -2.0% |
| 6M | +2.1% | -7.9% | +10.0% | +8.5% |
| YTD | -8.9% | -16.3% | +7.4% | +6.7% |
| 1Y | -9.7% | -13.1% | +3.4% | +0.2% |
| 3Y | +202.5% | +83.1% | +119.3% | -5.1% |
| 5Y | -55.3% | +27.7% | -83.0% | -74.9% |
| All | -55.3% | +28.0% | -83.4% | -74.9% |
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