-13.0%
CBRE vs FROG
+73.6%
-86.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.7% |
| 7D | -1.5% | -5.5% | +4.0% | -1.2% |
| 30D | -4.0% | -3.1% | -0.9% | -4.0% |
| 3M | +8.0% | +1.2% | +6.8% | +7.5% |
| 6M | +4.0% | +113.7% | -109.7% | -3.0% |
| YTD | -11.5% | +38.9% | -50.4% | -15.1% |
| 1Y | -13.0% | +72.0% | -85.0% | -18.0% |
| All | -13.0% | +73.6% | -86.6% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling