+66.9%
CBRE vs HIG
+99.1%
-32.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -2.9% |
| 7D | -1.5% | -1.1% | -0.5% | -1.0% |
| 30D | -4.0% | -4.9% | +0.9% | -1.9% |
| 3M | +8.0% | +6.8% | +1.2% | +4.6% |
| 6M | +4.0% | -1.7% | +5.7% | +4.3% |
| YTD | -11.5% | -0.2% | -11.3% | -12.1% |
| 1Y | -13.0% | +5.7% | -18.7% | -16.1% |
| 3Y | +66.9% | +100.3% | -33.4% | +18.4% |
| All | +66.9% | +99.1% | -32.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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