+81.6%
CBRE vs FROG
+335.2%
-253.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.2% |
| 7D | -1.8% | +12.5% | -14.3% | -2.8% |
| 30D | +3.3% | +23.5% | -20.2% | +0.7% |
| 3M | -12.4% | +19.4% | -31.7% | -14.5% |
| 6M | -5.4% | +77.0% | -82.4% | -12.6% |
| YTD | -17.2% | +81.9% | -99.1% | -24.9% |
| 1Y | -13.1% | +90.7% | -103.8% | -21.9% |
| 3Y | +81.6% | +328.5% | -247.0% | +25.9% |
| All | +81.6% | +335.2% | -253.7% | +25.9% |
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