+42.4%
CBRE vs EFV
+94.1%
-51.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -7.2% | -2.0% | -5.2% | -5.2% |
| 30D | -6.4% | -0.2% | -6.2% | -6.1% |
| 3M | +2.9% | +9.1% | -6.2% | -6.1% |
| 6M | +2.5% | +11.7% | -9.2% | -9.0% |
| YTD | -14.2% | +17.0% | -31.2% | -28.0% |
| 1Y | -15.1% | +26.7% | -41.9% | -34.8% |
| 3Y | +61.9% | +90.2% | -28.3% | -22.8% |
| 5Y | +42.4% | +96.1% | -53.7% | -34.8% |
| All | +42.4% | +94.1% | -51.7% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling