-58.3%
AFRM vs CBRE
+26.4%
-84.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.5% |
| 7D | -7.3% | +5.2% | -12.5% | -13.1% |
| 30D | -9.6% | +6.2% | -15.8% | -16.7% |
| 3M | -11.1% | -8.1% | -3.0% | -2.4% |
| 6M | +3.9% | -6.6% | +10.5% | +8.6% |
| YTD | -8.5% | -15.7% | +7.2% | +6.3% |
| 1Y | +3.3% | -9.7% | +12.9% | +8.6% |
| 3Y | +213.7% | +80.4% | +133.3% | -0.3% |
| All | -58.3% | +26.4% | -84.7% | -76.4% |
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 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