+421.0%
FERG vs CBRE
+376.9%
+44.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.2% |
| 7D | +8.2% | -2.8% | +11.0% | +9.0% |
| 30D | +14.4% | +2.2% | +12.2% | +13.7% |
| 3M | +4.3% | -10.1% | +14.4% | +6.9% |
| 6M | +7.9% | -8.0% | +15.9% | +9.5% |
| YTD | +16.3% | -17.6% | +33.8% | +20.6% |
| 1Y | +2.2% | -14.7% | +17.0% | +5.1% |
| 3Y | +67.3% | +80.4% | -13.1% | +42.3% |
| 5Y | +75.3% | +25.9% | +49.5% | +56.8% |
| All | +421.0% | +376.9% | +44.1% | +286.9% |
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 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