+52.4%
EFA vs CBRE
+39.8%
+12.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -2.4% | -7.2% | +4.9% | -0.1% |
| 30D | -2.2% | -6.4% | +4.2% | -0.4% |
| 3M | +5.7% | +2.9% | +2.7% | +4.1% |
| 6M | +8.2% | +2.5% | +5.6% | +6.5% |
| YTD | +11.8% | -14.2% | +25.9% | +15.6% |
| 1Y | +18.3% | -15.1% | +33.4% | +22.5% |
| 3Y | +64.9% | +61.9% | +3.0% | +30.7% |
| 5Y | +52.4% | +42.4% | +10.0% | +23.3% |
| All | +52.4% | +39.8% | +12.6% | +23.3% |
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 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