+38.9%
EFX vs CBRE
+398.3%
-359.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -11.1% | -7.2% | -3.9% | -7.9% |
| 30D | -7.4% | -6.4% | -1.0% | -4.5% |
| 3M | +1.5% | +2.9% | -1.4% | +0.3% |
| 6M | -13.7% | +2.5% | -16.2% | -14.7% |
| YTD | -21.9% | -14.2% | -7.7% | -16.6% |
| 1Y | -30.8% | -15.1% | -15.6% | -25.8% |
| 3Y | -12.4% | +61.9% | -74.3% | -29.9% |
| 5Y | -35.9% | +42.4% | -78.3% | -46.8% |
| All | +38.9% | +398.3% | -359.5% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling