+406.9%
CBRE vs ACGL
+332.3%
+74.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.5% |
| 7D | +1.0% | -1.1% | +2.1% | +1.7% |
| 30D | +5.6% | +13.1% | -7.5% | -1.6% |
| 3M | -6.8% | +9.8% | -16.5% | -11.7% |
| 6M | -5.6% | +15.3% | -20.8% | -13.5% |
| YTD | -14.1% | +12.7% | -26.8% | -20.9% |
| 1Y | -9.5% | +20.7% | -30.2% | -20.0% |
| 3Y | +91.8% | +34.3% | +57.5% | +50.7% |
| 5Y | +30.3% | +170.6% | -140.3% | -40.2% |
| 10Y | +406.9% | +330.6% | +76.3% | +61.7% |
| All | +406.9% | +332.3% | +74.5% | +61.7% |
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