+385.0%
CBRE vs SFM
+293.3%
+91.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -3.0% |
| 7D | -1.5% | -5.8% | +4.3% | -0.8% |
| 30D | -4.0% | -11.4% | +7.4% | -2.7% |
| 3M | +8.0% | -12.2% | +20.2% | +9.4% |
| 6M | +4.0% | -5.2% | +9.1% | +4.0% |
| YTD | -11.5% | -4.5% | -7.1% | -11.7% |
| 1Y | -13.0% | -45.4% | +32.4% | -7.3% |
| 3Y | +66.9% | +91.1% | -24.2% | +52.7% |
| 5Y | +45.0% | +226.8% | -181.7% | +23.4% |
| 10Y | +385.0% | +291.9% | +93.1% | +270.5% |
| All | +385.0% | +293.3% | +91.7% | +270.5% |
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