-9.0%
CBRE vs FROG
+78.6%
-87.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.2% | +1.8% |
| 7D | +1.0% | +27.1% | -26.1% | +0.4% |
| 30D | +5.6% | +5.8% | -0.2% | +5.6% |
| 3M | -6.8% | +20.8% | -27.6% | -7.6% |
| 6M | -5.6% | +53.3% | -58.9% | -8.1% |
| YTD | -14.1% | +73.2% | -87.3% | -17.6% |
| All | -9.0% | +78.6% | -87.6% | -12.4% |
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