+452.1%
CBRE vs USFR
+27.5%
+424.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -2.2% | +0.3% | -2.5% | -2.4% |
| 3M | +12.9% | +1.0% | +11.9% | +12.1% |
| 6M | +4.3% | +1.9% | +2.4% | +2.9% |
| YTD | -8.0% | +2.6% | -10.7% | -9.7% |
| 1Y | -8.6% | +4.0% | -12.6% | -11.1% |
| 3Y | +71.9% | +14.1% | +57.8% | +56.8% |
| 5Y | +50.0% | +20.4% | +29.6% | +32.1% |
| 10Y | +390.1% | +28.0% | +362.1% | +316.7% |
| All | +452.1% | +27.5% | +424.5% | +373.0% |
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