+403.3%
CBRE vs USFR
+28.6%
+374.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 3M | -6.4% | +1.1% | -7.4% | -7.1% |
| 6M | -7.9% | +2.1% | -9.9% | -9.2% |
| YTD | -16.2% | +3.4% | -19.6% | -18.2% |
| 1Y | -11.2% | +4.1% | -15.3% | -13.7% |
| 3Y | +83.4% | +14.4% | +69.0% | +67.0% |
| 5Y | +28.4% | +21.4% | +7.1% | +12.4% |
| 10Y | +386.8% | +28.5% | +358.3% | +312.5% |
| All | +403.3% | +28.6% | +374.7% | +328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling