+424.2%
FERG vs CBRE
+379.0%
+45.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +9.7% | -1.8% | +11.5% | +10.3% |
| 30D | +15.0% | +3.3% | +11.7% | +14.1% |
| 3M | +3.8% | -12.4% | +16.1% | +7.0% |
| 6M | +10.6% | -5.4% | +16.0% | +11.4% |
| YTD | +17.0% | -17.2% | +34.2% | +21.2% |
| 1Y | +7.1% | -13.1% | +20.2% | +9.5% |
| 3Y | +67.7% | +81.6% | -13.8% | +42.4% |
| 5Y | +76.4% | +26.4% | +50.0% | +57.6% |
| All | +424.2% | +379.0% | +45.2% | +288.8% |
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