+392.5%
CBRE vs EFV
+169.9%
+222.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.6% |
| 7D | -5.0% | -0.8% | -4.2% | -4.0% |
| 30D | -4.7% | +0.6% | -5.3% | -5.2% |
| 3M | +6.5% | +7.5% | -1.0% | -1.8% |
| 6M | +6.1% | +13.0% | -7.0% | -8.0% |
| YTD | -12.6% | +18.3% | -30.9% | -28.4% |
| 1Y | -15.3% | +26.7% | -42.0% | -35.9% |
| 3Y | +64.6% | +89.6% | -25.0% | -22.7% |
| 5Y | +45.0% | +98.2% | -53.2% | -35.0% |
| All | +392.5% | +169.9% | +222.6% | +54.4% |
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