+471.5%
CF vs CBRE
+379.0%
+92.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +4.8% | -1.8% | +6.5% | +5.4% |
| 30D | +4.7% | +3.3% | +1.4% | +2.6% |
| 3M | +7.4% | -12.4% | +19.8% | +11.5% |
| 6M | +0.6% | -5.4% | +5.9% | +0.2% |
| YTD | +64.1% | -17.2% | +81.3% | +69.5% |
| 1Y | +51.4% | -13.1% | +64.5% | +52.7% |
| 3Y | +67.8% | +81.6% | -13.8% | +12.9% |
| 5Y | +114.1% | +26.4% | +87.7% | +66.5% |
| All | +471.5% | +379.0% | +92.4% | +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