-80.9%
FIG vs CBRE
-10.9%
-70.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.4% | -2.6% |
| 7D | -14.5% | -1.7% | -12.8% | -13.9% |
| 30D | -13.3% | -3.0% | -10.4% | -12.5% |
| 3M | +7.4% | +2.6% | +4.8% | +6.7% |
| 6M | -27.8% | +2.0% | -29.8% | -28.0% |
| YTD | -41.1% | -13.1% | -28.0% | -37.0% |
| 1Y | -58.7% | -13.8% | -44.9% | -56.1% |
| All | -80.9% | -10.9% | -70.0% | -78.7% |
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 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