+219.7%
CFG vs CBRE
+388.5%
-168.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +1.3% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | +2.8% | +3.1% | -0.3% | 0.0% |
| 3M | -10.1% | -6.4% | -3.7% | -7.3% |
| 6M | +3.2% | -7.9% | +11.1% | +6.6% |
| YTD | +14.2% | -16.2% | +30.4% | +23.7% |
| 1Y | +27.4% | -11.2% | +38.6% | +32.1% |
| 3Y | +187.6% | +83.4% | +104.2% | +65.5% |
| 5Y | +65.7% | +28.4% | +37.3% | +22.7% |
| 10Y | +219.7% | +386.8% | -167.1% | -0.9% |
| All | +219.7% | +388.5% | -168.9% | -0.9% |
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