+366.6%
CBRE vs ACGL
+324.4%
+42.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -1.8% | +2.2% | -3.9% | -3.0% |
| 30D | +3.3% | +12.3% | -9.0% | -3.4% |
| 3M | -12.4% | +11.8% | -24.2% | -17.9% |
| 6M | -5.4% | +17.5% | -22.8% | -14.3% |
| YTD | -17.2% | +14.3% | -31.5% | -24.4% |
| 1Y | -13.1% | +18.2% | -31.3% | -22.2% |
| 3Y | +81.6% | +33.2% | +48.4% | +43.7% |
| 5Y | +26.4% | +174.3% | -147.9% | -42.5% |
| All | +366.6% | +324.4% | +42.2% | +53.1% |
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