+173.3%
CFG vs CBRE
+79.1%
+94.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -0.9% | +5.2% | -6.1% | -3.3% |
| 30D | +1.1% | +6.2% | -5.2% | -2.1% |
| 3M | -12.0% | -8.1% | -3.9% | -9.1% |
| 6M | -2.2% | -6.6% | +4.4% | -0.3% |
| YTD | +11.4% | -15.7% | +27.1% | +18.4% |
| 1Y | +27.8% | -9.7% | +37.5% | +30.3% |
| 3Y | +173.3% | +80.4% | +92.9% | +64.4% |
| All | +173.3% | +79.1% | +94.2% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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