-71.1%
CIFR vs CBRE
-6.2%
-64.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.1% | -24.1% | -20.8% |
| 7D | -26.7% | +14.1% | -40.8% | -29.9% |
| 30D | -58.0% | +9.0% | -67.1% | -59.0% |
| 3M | -68.1% | -6.6% | -61.5% | -67.5% |
| 6M | -63.7% | +0.8% | -64.4% | -64.5% |
| YTD | -56.0% | -12.2% | -43.7% | -55.0% |
| 1Y | -71.1% | -6.8% | -64.3% | -71.9% |
| All | -71.1% | -6.2% | -64.9% | -71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling