+220.7%
CF vs CBRE
+50.7%
+170.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | +6.0% | -2.0% | +8.0% | +6.3% |
| 30D | +14.8% | -2.2% | +17.0% | +15.0% |
| 3M | +14.1% | +12.9% | +1.1% | +11.4% |
| 6M | +28.5% | +4.3% | +24.2% | +26.7% |
| YTD | +74.9% | -8.0% | +83.0% | +76.2% |
| 1Y | +61.7% | -8.6% | +70.2% | +62.7% |
| 3Y | +80.3% | +71.9% | +8.4% | +52.5% |
| All | +220.7% | +50.7% | +170.0% | +160.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling