+366.6%
CBRE vs SFM
+140.2%
+226.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -1.8% | +6.0% | -7.8% | -2.5% |
| 30D | +3.3% | -19.5% | +22.8% | +5.4% |
| 3M | -12.4% | -37.0% | +24.7% | -8.0% |
| 6M | -5.4% | -41.0% | +35.7% | -0.1% |
| YTD | -17.2% | -34.6% | +17.4% | -14.1% |
| 1Y | -13.1% | -36.3% | +23.2% | -9.6% |
| 3Y | +81.6% | +24.5% | +57.0% | +73.8% |
| 5Y | +26.4% | +115.9% | -89.4% | +12.2% |
| All | +366.6% | +140.2% | +226.4% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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