+778.7%
EFX vs CBRE
+2,234.5%
-1,455.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.2% |
| 7D | -8.6% | -2.0% | -6.7% | -8.2% |
| 30D | +0.1% | -2.2% | +2.3% | +0.7% |
| 3M | +3.8% | +12.9% | -9.1% | +0.9% |
| 6M | -13.5% | +4.3% | -17.8% | -14.3% |
| YTD | -17.7% | -8.0% | -9.6% | -16.0% |
| 1Y | -25.6% | -8.6% | -17.0% | -24.0% |
| 3Y | -12.1% | +71.9% | -84.0% | -22.7% |
| 5Y | -33.8% | +50.0% | -83.8% | -40.0% |
| 10Y | +45.1% | +390.1% | -344.9% | -0.8% |
| All | +778.7% | +2,234.5% | -1,455.8% | +272.1% |
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