+110.9%
CF vs CBRE
+26.1%
+84.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +4.8% | -1.8% | +6.5% | +4.9% |
| 30D | +4.7% | +3.3% | +1.4% | +4.1% |
| 3M | +7.4% | -12.4% | +19.8% | +8.8% |
| 6M | +0.6% | -5.4% | +5.9% | +0.5% |
| YTD | +64.1% | -17.2% | +81.3% | +66.9% |
| 1Y | +51.4% | -13.1% | +64.5% | +52.3% |
| 3Y | +67.8% | +81.6% | -13.8% | +39.0% |
| All | +110.9% | +26.1% | +84.8% | +80.5% |
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