+471.5%
CF vs CBRE
+387.8%
+83.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +10.4% | -4.6% | +15.0% | +12.2% |
| 30D | +7.6% | +3.0% | +4.6% | +5.5% |
| 3M | +5.2% | -8.7% | +13.9% | +7.4% |
| 6M | -0.1% | -7.9% | +7.8% | +0.7% |
| YTD | +61.7% | -16.3% | +78.0% | +66.3% |
| 1Y | +50.3% | -13.1% | +63.4% | +51.8% |
| 3Y | +66.0% | +83.1% | -17.1% | +11.4% |
| 5Y | +114.5% | +27.7% | +86.8% | +66.2% |
| 10Y | +471.5% | +386.9% | +84.6% | +120.1% |
| All | +471.5% | +387.8% | +83.7% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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