-15.3%
CBRE vs FIGR
-3.1%
-12.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.5% | +2.0% |
| 7D | -5.0% | -3.0% | -1.9% | -4.9% |
| 30D | -4.7% | +13.7% | -18.3% | -5.4% |
| 3M | +6.5% | +23.9% | -17.4% | +5.1% |
| 6M | +6.1% | -8.4% | +14.5% | +5.6% |
| YTD | -12.6% | -14.6% | +2.0% | -12.4% |
| 1Y | -15.3% | +12.1% | -27.4% | -14.0% |
| All | -15.3% | -3.1% | -12.2% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling