+115.6%
CRBG vs CBRE
+81.0%
+34.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.5% |
| 7D | +0.6% | -5.0% | +5.5% | +3.1% |
| 30D | +2.6% | -4.7% | +7.3% | +4.7% |
| 3M | +24.0% | +6.5% | +17.5% | +19.2% |
| 6M | +50.5% | +6.1% | +44.5% | +44.4% |
| YTD | +17.1% | -12.6% | +29.7% | +22.9% |
| 1Y | +5.9% | -15.3% | +21.2% | +12.8% |
| 3Y | +122.7% | +64.6% | +58.1% | +66.7% |
| All | +115.6% | +81.0% | +34.7% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling