+55.0%
FERG vs CBRE
+67.4%
-12.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | +0.3% |
| 7D | +3.4% | -1.5% | +4.9% | +3.8% |
| 30D | -11.5% | -4.0% | -7.5% | -10.6% |
| 3M | +1.3% | +8.0% | -6.7% | -2.1% |
| 6M | -1.0% | +4.0% | -4.9% | -3.3% |
| YTD | +3.2% | -11.5% | +14.7% | +5.9% |
| 1Y | -3.0% | -13.0% | +10.0% | 0.0% |
| 3Y | +55.0% | +66.9% | -11.9% | +21.7% |
| All | +55.0% | +67.4% | -12.4% | +21.7% |
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