+83.4%
CBRE vs ACGL
+34.9%
+48.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.6% |
| 7D | -0.5% | +1.3% | -1.8% | -0.8% |
| 30D | +3.1% | +14.2% | -11.1% | +0.4% |
| 3M | -6.4% | +11.1% | -17.4% | -8.3% |
| 6M | -7.9% | +16.4% | -24.2% | -10.6% |
| YTD | -16.2% | +13.8% | -30.0% | -18.6% |
| 1Y | -11.2% | +21.6% | -32.8% | -14.8% |
| 3Y | +83.4% | +33.5% | +49.9% | +90.3% |
| All | +83.4% | +34.9% | +48.5% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling