+50.9%
CBRE vs SFM
+230.0%
-179.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.0% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -2.2% | -4.4% | +2.2% | -1.7% |
| 3M | +12.9% | +1.5% | +11.4% | +12.3% |
| 6M | +4.3% | +6.5% | -2.2% | +2.7% |
| YTD | -8.0% | +2.2% | -10.2% | -9.1% |
| 1Y | -8.6% | -41.9% | +33.3% | -1.9% |
| 3Y | +71.9% | +106.8% | -34.9% | +53.9% |
| All | +50.9% | +230.0% | -179.1% | +26.0% |
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