+28.4%
CBRE vs USFR
+21.4%
+7.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +3.1% | +0.4% | +2.7% | +2.5% |
| 3M | -6.4% | +1.1% | -7.4% | -7.7% |
| 6M | -7.9% | +2.1% | -9.9% | -10.7% |
| YTD | -16.2% | +3.4% | -19.6% | -20.5% |
| 1Y | -11.2% | +4.1% | -15.3% | -16.6% |
| 3Y | +83.4% | +14.4% | +69.0% | +62.5% |
| 5Y | +28.4% | +21.4% | +7.1% | +27.5% |
| All | +28.4% | +21.4% | +7.1% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling