+192.6%
CFG vs CBRE
+84.7%
+107.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -4.6% | +3.8% | +1.5% |
| 30D | +3.1% | +3.0% | +0.2% | +1.4% |
| 3M | -9.7% | -8.7% | -1.0% | -6.4% |
| 6M | +6.7% | -7.9% | +14.6% | +9.6% |
| YTD | +15.2% | -16.3% | +31.5% | +22.8% |
| 1Y | +28.8% | -13.1% | +41.9% | +34.2% |
| All | +192.6% | +84.7% | +107.9% | +71.9% |
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