+2,129.2%
CBRE vs ACGL
+2,547.4%
-418.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | +6.0% | +6.4% | -0.3% | +0.7% |
| 30D | +4.4% | +16.6% | -12.3% | -8.5% |
| 3M | -9.8% | +11.6% | -21.4% | -17.9% |
| 6M | -4.4% | +17.5% | -21.8% | -17.5% |
| YTD | -15.2% | +15.3% | -30.5% | -26.6% |
| 1Y | -9.1% | +26.3% | -35.4% | -27.5% |
| 3Y | +79.4% | +35.9% | +43.5% | +23.0% |
| 5Y | +27.8% | +168.2% | -140.4% | -57.7% |
| 10Y | +416.1% | +352.0% | +64.1% | -17.4% |
| All | +2,129.2% | +2,547.4% | -418.2% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling