+73.0%
FERG vs CBRE
+84.7%
-11.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +6.4% | -4.6% | +11.1% | +8.2% |
| 30D | +19.9% | +3.0% | +17.0% | +18.7% |
| 3M | +5.6% | -8.7% | +14.3% | +8.4% |
| 6M | +9.2% | -7.9% | +17.1% | +11.3% |
| YTD | +20.6% | -16.3% | +36.9% | +25.9% |
| 1Y | +5.7% | -13.1% | +18.8% | +8.5% |
| All | +73.0% | +84.7% | -11.7% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling