+66.9%
CBRE vs USFR
+14.0%
+52.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.9% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -4.0% | +0.3% | -4.3% | -4.7% |
| 3M | +8.0% | +1.0% | +7.0% | +5.2% |
| 6M | +4.0% | +1.9% | +2.0% | -1.3% |
| YTD | -11.5% | +2.7% | -14.2% | -17.7% |
| 1Y | -13.0% | +4.0% | -17.0% | -22.2% |
| 3Y | +66.9% | +14.0% | +52.9% | +37.7% |
| All | +66.9% | +14.0% | +52.9% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling