+827.0%
EFX vs CBRE
+1,992.7%
-1,165.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.5% |
| 7D | -3.6% | -2.8% | -0.8% | -3.0% |
| 30D | +25.3% | +2.2% | +23.1% | +24.6% |
| 3M | +3.8% | -10.1% | +13.9% | +6.6% |
| 6M | +12.7% | -8.0% | +20.7% | +15.1% |
| YTD | -13.1% | -17.6% | +4.4% | -9.0% |
| 1Y | -9.3% | -14.7% | +5.4% | -5.8% |
| 3Y | +3.5% | +80.4% | -76.8% | -9.8% |
| 5Y | -30.6% | +25.9% | -56.5% | -34.5% |
| 10Y | +80.2% | +379.5% | -299.4% | +24.4% |
| All | +827.0% | +1,992.7% | -1,165.7% | +303.3% |
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