+335.9%
EFA vs CBRE
+2,234.5%
-1,898.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.6% | -2.0% | +2.6% | +1.0% |
| 30D | +0.9% | -2.2% | +3.0% | +1.2% |
| 3M | +4.9% | +12.9% | -8.0% | +1.5% |
| 6M | +8.6% | +4.3% | +4.3% | +6.9% |
| YTD | +14.6% | -8.0% | +22.7% | +15.7% |
| 1Y | +22.6% | -8.6% | +31.2% | +23.8% |
| 3Y | +66.5% | +71.9% | -5.4% | +42.3% |
| 5Y | +54.5% | +50.0% | +4.5% | +35.1% |
| 10Y | +144.8% | +390.1% | -245.3% | +56.4% |
| All | +335.9% | +2,234.5% | -1,898.6% | +68.9% |
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