+237.0%
CFG vs CBRE
+421.6%
-184.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +1.0% | +1.6% |
| 7D | +0.3% | +1.0% | -0.8% | -0.5% |
| 30D | +3.2% | +5.6% | -2.4% | -1.2% |
| 3M | -9.7% | -6.8% | -2.9% | -6.6% |
| 6M | +3.6% | -5.6% | +9.2% | +5.3% |
| YTD | +14.7% | -14.1% | +28.8% | +22.1% |
| 1Y | +29.6% | -9.5% | +39.1% | +32.6% |
| 3Y | +190.6% | +91.8% | +98.8% | +61.7% |
| 5Y | +67.1% | +30.3% | +36.7% | +22.5% |
| 10Y | +237.0% | +406.9% | -169.8% | +1.1% |
| All | +237.0% | +421.6% | -184.6% | +1.1% |
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 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