+195.8%
CBRE vs FROG
+22.9%
+172.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.2% |
| 7D | -2.0% | -11.3% | +9.3% | -0.6% |
| 30D | -2.2% | +3.6% | -5.8% | -2.9% |
| 3M | +12.9% | +1.7% | +11.2% | +11.9% |
| 6M | +4.3% | +123.5% | -119.2% | -7.6% |
| YTD | -8.0% | +40.2% | -48.3% | -14.2% |
| 1Y | -8.6% | +81.0% | -89.6% | -18.2% |
| 3Y | +71.9% | +194.8% | -122.9% | +39.0% |
| 5Y | +50.0% | +131.8% | -81.8% | +15.9% |
| All | +195.8% | +22.9% | +172.8% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling