+319.1%
CFG vs CBRE
+397.8%
-78.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | +1.5% | -2.0% | +3.5% | +2.8% |
| 30D | -3.8% | -2.2% | -1.6% | -3.0% |
| 3M | +11.5% | +12.9% | -1.4% | +0.9% |
| 6M | +19.2% | +4.3% | +14.9% | +13.3% |
| YTD | +23.7% | -8.0% | +31.8% | +26.6% |
| 1Y | +38.8% | -8.6% | +47.4% | +42.2% |
| 3Y | +178.9% | +71.9% | +107.0% | +71.7% |
| 5Y | +101.8% | +50.0% | +51.8% | +34.6% |
| All | +319.1% | +397.8% | -78.7% | +22.1% |
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