-41.2%
CAG vs CBRE
+42.7%
-83.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -6.6% | -1.7% | -4.9% | -6.4% |
| 30D | +2.3% | -3.0% | +5.3% | +2.7% |
| 3M | +16.3% | +2.6% | +13.7% | +15.9% |
| 6M | -16.0% | +2.0% | -18.0% | -16.3% |
| YTD | -7.7% | -13.1% | +5.4% | -6.8% |
| 1Y | -16.0% | -13.8% | -2.2% | -15.2% |
| 3Y | -37.7% | +63.9% | -101.6% | -43.4% |
| 5Y | -41.2% | +42.3% | -83.5% | -46.8% |
| All | -41.2% | +42.7% | -83.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling