+52.1%
CIFR vs CBRE
+45.8%
+6.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +7.7% |
| 7D | +26.7% | -1.5% | +28.2% | +28.4% |
| 30D | +7.7% | -4.0% | +11.7% | +10.2% |
| 3M | -23.8% | +8.0% | -31.8% | -32.5% |
| 6M | +35.9% | +4.0% | +31.9% | +25.5% |
| YTD | +25.4% | -11.5% | +36.9% | +32.0% |
| 1Y | +139.8% | -13.0% | +152.8% | +153.4% |
| 3Y | +515.0% | +66.9% | +448.1% | +225.3% |
| 5Y | +52.1% | +45.0% | +7.1% | -17.7% |
| All | +52.1% | +45.8% | +6.3% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling