-28.2%
CIFR vs CBRE
+180.2%
-208.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.2% | +9.0% | +9.0% |
| 7D | +9.4% | -4.6% | +14.0% | +13.4% |
| 30D | -45.3% | +3.0% | -48.3% | -47.1% |
| 3M | -58.7% | -8.7% | -50.0% | -56.9% |
| 6M | -64.9% | -7.9% | -57.0% | -64.6% |
| YTD | -51.8% | -16.3% | -35.5% | -48.1% |
| 1Y | -61.9% | -13.1% | -48.8% | -60.1% |
| 3Y | +138.6% | +83.1% | +55.5% | +43.8% |
| 5Y | -13.0% | +27.7% | -40.7% | -41.2% |
| All | -28.2% | +180.2% | -208.4% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling