+81.5%
CBRE vs FGI
+2.3%
+79.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | +6.0% | -11.6% | +17.6% | +6.2% |
| 30D | +4.4% | -3.3% | +7.6% | +4.4% |
| 3M | -9.8% | +65.6% | -75.4% | -10.7% |
| 6M | -4.4% | -2.8% | -1.6% | -5.1% |
| YTD | -15.2% | +30.1% | -45.3% | -16.2% |
| 1Y | -9.1% | +50.2% | -59.3% | -10.2% |
| All | +81.5% | +2.3% | +79.2% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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