+66.9%
CBRE vs EFV
+92.7%
-25.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.2% |
| 7D | -1.5% | +1.0% | -2.5% | -2.3% |
| 30D | -4.0% | +0.2% | -4.2% | -4.1% |
| 3M | +8.0% | +9.6% | -1.6% | -0.4% |
| 6M | +4.0% | +14.0% | -10.1% | -7.7% |
| YTD | -11.5% | +18.5% | -30.0% | -24.7% |
| 1Y | -13.0% | +27.9% | -40.9% | -31.4% |
| 3Y | +66.9% | +92.4% | -25.5% | -19.2% |
| All | +66.9% | +92.7% | -25.8% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling