+44.1%
CBRE vs FGI
-70.0%
+114.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.9% |
| 7D | +1.0% | -1.4% | +2.4% | +1.1% |
| 30D | +5.6% | -3.2% | +8.9% | +5.6% |
| 3M | -6.8% | +64.1% | -70.9% | -8.2% |
| 6M | -5.6% | +17.2% | -22.8% | -6.8% |
| YTD | -14.1% | +31.6% | -45.6% | -15.8% |
| 1Y | -9.5% | +45.1% | -54.6% | -11.5% |
| 3Y | +91.8% | -2.0% | +93.7% | +87.0% |
| All | +44.1% | -70.0% | +114.1% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling