+846.5%
CBRE vs EFV
+258.8%
+587.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.4% |
| 7D | -2.0% | +1.5% | -3.5% | -4.0% |
| 30D | -2.2% | +1.7% | -3.9% | -4.4% |
| 3M | +12.9% | +8.6% | +4.3% | +0.3% |
| 6M | +4.3% | +11.7% | -7.4% | -11.4% |
| YTD | -8.0% | +19.3% | -27.3% | -29.2% |
| 1Y | -8.6% | +30.2% | -38.8% | -37.8% |
| 3Y | +71.9% | +91.6% | -19.7% | -33.5% |
| 5Y | +50.0% | +96.4% | -46.4% | -44.1% |
| 10Y | +390.1% | +166.5% | +223.6% | +15.0% |
| All | +846.5% | +258.8% | +587.7% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling