+483.3%
CBRE vs SFM
+40.3%
+443.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | -8.1% | -43.7% | +35.6% | -1.9% |
| 6M | -6.6% | -37.3% | +30.6% | -2.0% |
| YTD | -15.7% | -38.4% | +22.6% | -11.7% |
| 1Y | -9.7% | -36.9% | +27.3% | -5.8% |
| 3Y | +80.4% | +20.7% | +59.7% | +71.8% |
| 5Y | +27.0% | +103.5% | -76.5% | +11.6% |
| 10Y | +412.9% | +139.7% | +273.2% | +324.1% |
| All | +483.3% | +40.3% | +443.1% | +405.5% |
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 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