-9.6%
CAG vs CBRE
-13.6%
+4.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -3.3% | -1.8% | -1.6% | -3.1% |
| 30D | +7.7% | +3.3% | +4.4% | +7.0% |
| 3M | -3.2% | -12.4% | +9.2% | -1.7% |
| 6M | +7.0% | -5.4% | +12.3% | +7.2% |
| YTD | -9.0% | -17.2% | +8.2% | -12.0% |
| 1Y | -9.6% | -13.1% | +3.5% | -14.2% |
| All | -9.6% | -13.6% | +4.0% | -14.2% |
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