-35.2%
EFX vs CBRE
+45.8%
-81.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -0.7% |
| 7D | -7.8% | -1.5% | -6.3% | -7.0% |
| 30D | -5.7% | -4.0% | -1.7% | -3.4% |
| 3M | +2.5% | +8.0% | -5.5% | -2.3% |
| 6M | -16.7% | +4.0% | -20.6% | -18.9% |
| YTD | -20.2% | -11.5% | -8.7% | -14.9% |
| 1Y | -31.4% | -13.0% | -18.4% | -26.2% |
| 3Y | -10.5% | +66.9% | -77.4% | -38.2% |
| 5Y | -35.2% | +45.0% | -80.3% | -53.2% |
| All | -35.2% | +45.8% | -81.0% | -53.2% |
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 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