-16.8%
CBRE vs FIGR
+1.6%
-18.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.0% |
| 7D | -7.2% | +1.0% | -8.2% | -7.3% |
| 30D | -6.4% | +31.4% | -37.8% | -7.7% |
| 3M | +2.9% | +30.3% | -27.3% | +1.4% |
| 6M | +2.5% | -7.6% | +10.2% | +2.1% |
| YTD | -14.2% | -10.5% | -3.7% | -14.2% |
| All | -16.8% | +1.6% | -18.4% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling