-37.2%
CAG vs CBRE
+398.3%
-435.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | -5.9% | -7.2% | +1.3% | -5.1% |
| 30D | -1.5% | -6.4% | +4.9% | -0.8% |
| 3M | +11.5% | +2.9% | +8.5% | +11.1% |
| 6M | -15.7% | +2.5% | -18.2% | -16.0% |
| YTD | -10.2% | -14.2% | +4.0% | -9.2% |
| 1Y | -18.1% | -15.1% | -2.9% | -17.1% |
| 3Y | -39.4% | +61.9% | -101.3% | -43.5% |
| 5Y | -42.6% | +42.4% | -85.0% | -46.3% |
| All | -37.2% | +398.3% | -435.6% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling