-19.8%
CBRE vs FIGR
-29.9%
+10.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | -1.8% | +11.0% | -12.7% | -2.4% |
| 30D | +3.3% | +0.7% | +2.6% | +3.1% |
| 3M | -12.4% | -20.9% | +8.5% | -11.7% |
| 6M | -5.4% | -37.7% | +32.4% | -4.0% |
| YTD | -17.2% | -38.2% | +21.0% | -16.0% |
| 1Y | -13.1% | -27.1% | +14.0% | -11.5% |
| All | -19.8% | -29.9% | +10.2% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling