-31.2%
CIFR vs CBRE
+187.7%
-218.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.1% | +2.7% |
| 7D | -0.7% | +1.0% | -1.8% | -2.0% |
| 30D | -49.6% | +5.6% | -55.3% | -52.1% |
| 3M | -60.4% | -6.8% | -53.6% | -59.2% |
| 6M | -66.9% | -5.6% | -61.3% | -67.1% |
| YTD | -53.9% | -14.1% | -39.8% | -51.2% |
| 1Y | -67.1% | -9.5% | -57.6% | -66.6% |
| 3Y | +118.3% | +91.8% | +26.5% | +27.4% |
| 5Y | -26.9% | +30.3% | -57.2% | -51.4% |
| All | -31.2% | +187.7% | -218.9% | -55.2% |
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