+179.4%
CBRE vs FROG
+22.5%
+156.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -1.7% | -4.8% | +3.1% | -1.1% |
| 30D | -3.0% | -0.9% | -2.0% | -3.1% |
| 3M | +2.6% | +7.5% | -4.8% | +1.0% |
| 6M | +2.0% | +107.0% | -105.0% | -8.7% |
| YTD | -13.1% | +39.8% | -52.9% | -18.9% |
| 1Y | -13.8% | +74.8% | -88.6% | -22.5% |
| 3Y | +63.9% | +219.3% | -155.4% | +31.3% |
| 5Y | +42.3% | +133.0% | -90.7% | +10.0% |
| All | +179.4% | +22.5% | +156.9% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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