+79.7%
EFX vs CBRE
+379.0%
-299.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -0.8% | -1.8% | +1.0% | 0.0% |
| 30D | +25.1% | +3.3% | +21.8% | +23.1% |
| 3M | +1.7% | -12.4% | +14.0% | +7.9% |
| 6M | +18.4% | -5.4% | +23.7% | +21.2% |
| YTD | -12.5% | -17.2% | +4.7% | -5.3% |
| 1Y | -8.1% | -13.1% | +5.0% | -2.7% |
| 3Y | +4.8% | +81.6% | -76.8% | -20.0% |
| 5Y | -30.1% | +26.4% | -56.6% | -39.5% |
| All | +79.7% | +379.0% | -299.3% | +4.5% |
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