+761.6%
CBRE vs EFV
+248.4%
+513.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -4.6% | -1.0% | -3.6% | -3.3% |
| 30D | +3.0% | +3.1% | -0.1% | -1.2% |
| 3M | -8.7% | -1.2% | -7.5% | -7.0% |
| 6M | -7.9% | +5.6% | -13.5% | -14.9% |
| YTD | -16.3% | +15.8% | -32.1% | -32.8% |
| 1Y | -13.1% | +20.0% | -33.1% | -33.7% |
| 3Y | +83.1% | +91.0% | -7.8% | -28.9% |
| 5Y | +27.7% | +93.7% | -65.9% | -51.3% |
| 10Y | +386.9% | +160.9% | +226.0% | +17.7% |
| All | +761.6% | +248.4% | +513.2% | +66.7% |
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