+60.5%
CAG vs CBRE
+2,234.5%
-2,174.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -3.8% | -2.0% | -1.8% | -3.6% |
| 30D | +3.1% | -2.2% | +5.3% | +3.3% |
| 3M | +23.5% | +12.9% | +10.6% | +22.0% |
| 6M | -14.8% | +4.3% | -19.2% | -15.3% |
| YTD | -5.4% | -8.0% | +2.6% | -5.1% |
| 1Y | -11.8% | -8.6% | -3.2% | -11.4% |
| 3Y | -36.7% | +71.9% | -108.5% | -40.6% |
| 5Y | -40.3% | +50.0% | -90.3% | -43.7% |
| 10Y | -37.0% | +390.1% | -427.1% | -48.2% |
| All | +60.5% | +2,234.5% | -2,174.0% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling