+80.4%
CBRE vs FROG
+274.0%
-193.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +35.3% | -35.9% | -3.7% |
| 7D | +5.2% | +7.0% | -1.8% | +4.1% |
| 30D | +6.2% | +2.9% | +3.3% | +5.3% |
| 3M | -8.1% | +21.6% | -29.7% | -11.0% |
| 6M | -6.6% | +87.7% | -94.3% | -15.2% |
| YTD | -15.7% | +61.7% | -77.4% | -22.8% |
| 1Y | -9.7% | +113.7% | -123.3% | -21.4% |
| 3Y | +80.4% | +267.7% | -187.3% | +26.3% |
| All | +80.4% | +274.0% | -193.6% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling