+536.5%
CBRE vs SFM
+132.6%
+403.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 6M | +4.3% | +6.5% | -2.2% | +2.8% |
| YTD | -8.0% | +2.2% | -10.2% | -9.1% |
| 1Y | -8.6% | -41.9% | +33.3% | -3.1% |
| 3Y | +71.9% | +106.8% | -34.9% | +53.8% |
| 5Y | +50.0% | +231.6% | -181.6% | +24.6% |
| 10Y | +390.1% | +258.4% | +131.6% | +286.8% |
| All | +536.5% | +132.6% | +403.9% | +420.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling