+27.8%
CBRE vs SFM
+105.4%
-77.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | 0.0% |
| 7D | +5.2% | -1.2% | +6.4% | +5.3% |
| 30D | +6.2% | -24.8% | +31.0% | +9.5% |
| 3M | -8.1% | -43.7% | +35.6% | -1.6% |
| 6M | -6.6% | -37.3% | +30.6% | -1.8% |
| YTD | -15.7% | -38.4% | +22.6% | -11.5% |
| 1Y | -9.7% | -36.9% | +27.3% | -5.6% |
| 3Y | +80.4% | +20.7% | +59.7% | +71.8% |
| All | +27.8% | +105.4% | -77.5% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling