+16.9%
CRBG vs CBRE
-11.1%
+28.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -2.1% | +5.2% | -7.2% | -3.9% |
| 30D | -0.9% | +6.2% | -7.1% | -3.3% |
| 3M | +1.0% | -8.1% | +9.1% | +3.9% |
| 6M | +23.5% | -6.6% | +30.1% | +25.7% |
| YTD | +16.0% | -15.7% | +31.7% | +19.5% |
| All | +16.9% | -11.1% | +28.0% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling