+114.1%
AG vs CBRE
-15.0%
+129.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.3% |
| 7D | -5.8% | -7.2% | +1.4% | -2.5% |
| 30D | +6.4% | -6.4% | +12.8% | +9.4% |
| 3M | +28.4% | +2.9% | +25.4% | +25.7% |
| 6M | -24.5% | +2.5% | -27.0% | -25.4% |
| YTD | +21.2% | -14.2% | +35.4% | +26.1% |
| 1Y | +114.1% | -15.1% | +129.2% | +122.5% |
| All | +114.1% | -15.0% | +129.1% | +122.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling