+61.7%
CBRE vs AGI
+203.7%
-142.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.9% |
| 7D | -7.2% | -5.4% | -1.9% | -6.7% |
| 30D | -6.4% | +6.6% | -13.1% | -7.1% |
| 3M | +2.9% | +8.2% | -5.3% | +1.9% |
| 6M | +2.5% | -29.3% | +31.8% | +5.4% |
| YTD | -14.2% | -7.4% | -6.8% | -14.1% |
| 1Y | -15.1% | +7.9% | -23.1% | -16.6% |
| All | +61.7% | +203.7% | -142.0% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling