+348.1%
FERG vs CBRE
+398.3%
-50.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -1.0% | -7.2% | +6.2% | +0.9% |
| 30D | -11.8% | -6.4% | -5.4% | -10.5% |
| 3M | -1.2% | +2.9% | -4.2% | -2.5% |
| 6M | -2.3% | +2.5% | -4.8% | -3.6% |
| YTD | +0.8% | -14.2% | +15.0% | +3.6% |
| 1Y | +0.5% | -15.1% | +15.6% | +3.5% |
| 3Y | +51.4% | +61.9% | -10.5% | +31.8% |
| 5Y | +67.5% | +42.4% | +25.1% | +47.0% |
| All | +348.1% | +398.3% | -50.2% | +223.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling