+2,103.7%
CBRE vs AGI
+2,385.5%
-281.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +2.9% | -1.9% |
| 7D | -0.5% | +13.9% | -14.5% | -1.8% |
| 30D | +3.1% | -6.2% | +9.3% | +3.5% |
| 3M | -6.4% | -6.9% | +0.6% | -5.9% |
| 6M | -7.9% | -28.7% | +20.8% | -5.4% |
| YTD | -16.2% | -19.8% | +3.6% | -15.4% |
| 1Y | -11.2% | -4.8% | -6.4% | -11.9% |
| 3Y | +83.4% | +144.3% | -60.9% | +64.2% |
| 5Y | +28.4% | +277.2% | -248.8% | +9.1% |
| 10Y | +386.8% | +365.9% | +20.9% | +276.2% |
| All | +2,103.7% | +2,385.5% | -281.8% | +1,200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling