+366.6%
CBRE vs EFV
+163.3%
+203.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | 0.0% |
| 7D | -1.8% | +2.5% | -4.3% | -4.5% |
| 30D | +3.3% | +2.9% | +0.4% | +0.1% |
| 3M | -12.4% | -1.4% | -10.9% | -10.8% |
| 6M | -5.4% | +5.5% | -10.9% | -10.9% |
| YTD | -17.2% | +16.1% | -33.3% | -30.7% |
| 1Y | -13.1% | +20.3% | -33.4% | -30.1% |
| 3Y | +81.6% | +90.4% | -8.9% | -15.5% |
| 5Y | +26.4% | +93.5% | -67.1% | -41.8% |
| All | +366.6% | +163.3% | +203.3% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling