+364.6%
CBRE vs USFR
+28.5%
+336.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +2.2% | +0.4% | +1.8% | +1.8% |
| 3M | -10.1% | +1.0% | -11.1% | -11.2% |
| 6M | -8.0% | +2.0% | -10.0% | -10.2% |
| YTD | -17.6% | +3.4% | -21.0% | -20.9% |
| 1Y | -14.7% | +4.1% | -18.8% | -18.7% |
| 3Y | +80.4% | +14.4% | +65.9% | +54.9% |
| 5Y | +25.9% | +21.4% | +4.5% | +1.6% |
| All | +364.6% | +28.5% | +336.0% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling