+485.5%
CIFR vs CBRE
+73.2%
+412.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.6% |
| 7D | +16.9% | -2.0% | +18.9% | +18.8% |
| 30D | -5.2% | -2.2% | -3.0% | -4.4% |
| 3M | -30.6% | +12.9% | -43.5% | -39.8% |
| 6M | +10.6% | +4.3% | +6.3% | +3.7% |
| YTD | +20.2% | -8.0% | +28.2% | +23.2% |
| 1Y | +139.7% | -8.6% | +148.3% | +143.8% |
| All | +485.5% | +73.2% | +412.3% | +159.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling