+319.1%
EFA vs CBRE
+2,001.9%
-1,682.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | +2.2% | -1.8% | +4.0% | +2.7% |
| 30D | +1.4% | +3.3% | -1.9% | +0.4% |
| 3M | -4.2% | -12.4% | +8.2% | -1.4% |
| 6M | +1.9% | -5.4% | +7.3% | +2.5% |
| YTD | +10.2% | -17.2% | +27.4% | +13.8% |
| 1Y | +12.8% | -13.1% | +25.9% | +15.1% |
| 3Y | +65.2% | +81.6% | -16.4% | +39.2% |
| 5Y | +49.8% | +26.4% | +23.4% | +36.2% |
| 10Y | +145.2% | +381.6% | -236.5% | +57.4% |
| All | +319.1% | +2,001.9% | -1,682.8% | +66.2% |
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