+470.7%
CF vs CBRE
+376.9%
+93.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +5.4% | -2.8% | +8.1% | +6.4% |
| 30D | +6.5% | +2.2% | +4.3% | +4.8% |
| 3M | +4.6% | -10.1% | +14.7% | +7.5% |
| 6M | -3.3% | -8.0% | +4.7% | -2.5% |
| YTD | +63.9% | -17.6% | +81.5% | +69.5% |
| 1Y | +50.4% | -14.7% | +65.2% | +53.0% |
| 3Y | +68.2% | +80.4% | -12.1% | +13.5% |
| 5Y | +113.8% | +25.9% | +88.0% | +66.5% |
| All | +470.7% | +376.9% | +93.7% | +122.3% |
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