+494.8%
CBRE vs SFM
+41.7%
+453.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | +1.0% | -10.2% | +11.3% | +2.4% |
| 30D | +5.6% | -23.9% | +29.5% | +8.7% |
| 3M | -6.8% | -42.3% | +35.5% | -0.8% |
| 6M | -5.6% | -40.1% | +34.6% | -0.3% |
| YTD | -14.1% | -37.8% | +23.7% | -10.1% |
| 1Y | -9.5% | -37.1% | +27.6% | -5.5% |
| 3Y | +91.8% | +21.5% | +70.2% | +82.5% |
| 5Y | +30.3% | +103.8% | -73.5% | +14.4% |
| 10Y | +406.9% | +142.0% | +264.9% | +318.6% |
| All | +494.8% | +41.7% | +453.1% | +414.8% |
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