+352.7%
FERG vs CBRE
+404.4%
-51.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.5% | -0.9% |
| 7D | +0.9% | -1.7% | +2.6% | +1.3% |
| 30D | -15.1% | -3.0% | -12.1% | -14.6% |
| 3M | -4.8% | +2.6% | -7.5% | -5.9% |
| 6M | -2.5% | +2.0% | -4.5% | -3.6% |
| YTD | +1.8% | -13.1% | +14.9% | +4.3% |
| 1Y | -0.3% | -13.8% | +13.5% | +2.2% |
| 3Y | +52.9% | +63.9% | -10.9% | +32.8% |
| 5Y | +69.3% | +42.3% | +27.0% | +48.3% |
| All | +352.7% | +404.4% | -51.7% | +225.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling