+27.7%
CBRE vs AGI
+260.0%
-232.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.2% |
| 7D | -4.6% | 0.0% | -4.6% | -4.7% |
| 30D | +3.0% | -7.6% | +10.6% | +3.8% |
| 3M | -8.7% | -10.2% | +1.5% | -7.8% |
| 6M | -7.9% | -31.5% | +23.6% | -4.0% |
| YTD | -16.3% | -22.0% | +5.7% | -14.9% |
| 1Y | -13.1% | -7.9% | -5.2% | -13.7% |
| 3Y | +83.1% | +137.6% | -54.4% | +51.3% |
| 5Y | +27.7% | +256.7% | -229.0% | -6.5% |
| All | +27.7% | +260.0% | -232.3% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling