+834.2%
EFX vs CBRE
+2,028.3%
-1,194.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.6% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +29.1% | +3.1% | +26.1% | +28.1% |
| 3M | +4.3% | -6.4% | +10.6% | +6.0% |
| 6M | +7.7% | -7.9% | +15.6% | +10.0% |
| YTD | -12.5% | -16.2% | +3.7% | -8.7% |
| 1Y | -8.8% | -11.2% | +2.4% | -6.2% |
| 3Y | +4.3% | +83.4% | -79.1% | -9.5% |
| 5Y | -29.4% | +28.4% | -57.8% | -33.7% |
| 10Y | +78.1% | +386.8% | -308.7% | +22.5% |
| All | +834.2% | +2,028.3% | -1,194.1% | +304.8% |
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