+38.9%
CBRE vs FGI
-74.8%
+113.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -25.2% | +25.6% | +0.8% |
| 7D | -1.8% | -14.4% | +12.6% | -1.6% |
| 30D | +3.3% | -11.8% | +15.1% | +3.4% |
| 3M | -12.4% | -46.2% | +33.9% | -11.8% |
| 6M | -5.4% | +5.2% | -10.5% | -6.5% |
| YTD | -17.2% | +10.5% | -27.7% | -18.7% |
| 1Y | -13.1% | +25.5% | -38.6% | -14.9% |
| 3Y | +81.6% | -16.0% | +97.6% | +77.1% |
| All | +38.9% | -74.8% | +113.7% | +37.8% |
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