+394.6%
CBRE vs ACGL
+270.2%
+124.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.4% |
| 7D | -2.0% | -0.7% | -1.2% | -1.5% |
| 30D | -2.2% | -1.0% | -1.2% | -1.6% |
| 3M | +12.9% | +11.0% | +1.9% | +5.8% |
| 6M | +4.3% | -0.3% | +4.6% | +3.8% |
| YTD | -8.0% | +2.3% | -10.3% | -10.4% |
| 1Y | -8.6% | +6.4% | -14.9% | -13.4% |
| 3Y | +71.9% | +34.0% | +37.9% | +33.3% |
| 5Y | +50.0% | +161.6% | -111.6% | -30.7% |
| All | +394.6% | +270.2% | +124.5% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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