-28.9%
EFX vs CBRE
+28.0%
-56.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.0% | -4.6% | +2.7% | +0.9% |
| 30D | +27.9% | +3.0% | +24.9% | +25.2% |
| 3M | +3.8% | -8.7% | +12.6% | +9.5% |
| 6M | +13.0% | -7.9% | +20.9% | +18.2% |
| YTD | -12.4% | -16.3% | +3.9% | -3.6% |
| 1Y | -10.4% | -13.1% | +2.7% | -3.8% |
| 3Y | +4.4% | +83.1% | -78.7% | -32.2% |
| 5Y | -28.9% | +27.7% | -56.6% | -44.7% |
| All | -28.9% | +28.0% | -56.9% | -44.7% |
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