+487.0%
CF vs CBRE
+421.6%
+65.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.8% |
| 7D | -0.9% | +1.0% | -1.9% | -1.5% |
| 30D | +6.9% | +5.6% | +1.3% | +4.0% |
| 3M | +4.8% | -6.8% | +11.6% | +6.2% |
| 6M | +4.7% | -5.6% | +10.2% | +4.6% |
| YTD | +56.5% | -14.1% | +70.6% | +59.4% |
| 1Y | +48.4% | -9.5% | +57.9% | +47.5% |
| 3Y | +59.1% | +91.8% | -32.6% | +4.7% |
| 5Y | +109.5% | +30.3% | +79.2% | +61.3% |
| 10Y | +487.0% | +406.9% | +80.1% | +132.7% |
| All | +487.0% | +421.6% | +65.4% | +132.7% |
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