-37.6%
CAG vs CBRE
+63.2%
-100.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | -6.6% | -1.7% | -4.9% | -6.5% |
| 30D | +2.3% | -3.0% | +5.3% | +2.7% |
| 3M | +16.3% | +2.6% | +13.7% | +16.0% |
| 6M | -16.0% | +2.0% | -18.0% | -16.2% |
| YTD | -7.7% | -13.1% | +5.4% | -7.3% |
| 1Y | -16.0% | -13.8% | -2.2% | -15.7% |
| All | -37.6% | +63.2% | -100.7% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling