-83.2%
FIG vs CBRE
-15.1%
-68.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | +3.4% | -1.8% | +5.2% | +4.3% |
| 30D | -9.5% | +3.3% | -12.7% | -10.2% |
| 3M | -26.2% | -12.4% | -13.8% | -22.3% |
| 6M | +2.7% | -5.4% | +8.0% | +5.9% |
| YTD | -48.0% | -17.2% | -30.7% | -43.1% |
| 1Y | -52.0% | -13.1% | -39.0% | -48.1% |
| All | -83.2% | -15.1% | -68.0% | -80.7% |
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