+61.5%
CF vs CBRE
+79.1%
-17.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -3.2% | +5.2% | -8.3% | -3.2% |
| 30D | +4.3% | +6.2% | -1.9% | +4.3% |
| 3M | +2.8% | -8.1% | +10.9% | +2.9% |
| 6M | +0.6% | -6.6% | +7.3% | +0.7% |
| YTD | +56.6% | -15.7% | +72.4% | +58.5% |
| 1Y | +49.6% | -9.7% | +59.3% | +49.5% |
| 3Y | +61.5% | +80.4% | -18.9% | +41.2% |
| All | +61.5% | +79.1% | -17.6% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling