+27.7%
CBRE vs ACGL
+174.9%
-147.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.6% | -1.4% | -3.3% | -4.2% |
| 30D | +3.0% | +12.4% | -9.4% | -1.0% |
| 3M | -8.7% | +11.1% | -19.8% | -11.9% |
| 6M | -7.9% | +16.3% | -24.2% | -12.6% |
| YTD | -16.3% | +13.8% | -30.1% | -20.4% |
| 1Y | -13.1% | +20.4% | -33.5% | -19.0% |
| 3Y | +83.1% | +33.6% | +49.6% | +60.5% |
| 5Y | +27.7% | +176.8% | -149.1% | -34.1% |
| All | +27.7% | +174.9% | -147.2% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling