+383.7%
CBRE vs AGI
+388.9%
-5.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.1% |
| 7D | -7.2% | -5.3% | -2.0% | -7.0% |
| 30D | -6.4% | +6.8% | -13.2% | -6.7% |
| 3M | +2.9% | +8.3% | -5.4% | +2.5% |
| 6M | +2.5% | -29.2% | +31.8% | +3.5% |
| YTD | -14.2% | -7.3% | -6.9% | -14.2% |
| 1Y | -15.1% | +8.0% | -23.2% | -15.5% |
| 3Y | +61.9% | +206.6% | -144.7% | +56.4% |
| 5Y | +42.4% | +398.1% | -355.8% | +36.9% |
| All | +383.7% | +388.9% | -5.3% | +388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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