-79.1%
FIG vs CBRE
-5.7%
-73.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | -16.3% | -2.0% | -14.3% | -15.7% |
| 30D | -14.3% | -2.2% | -12.1% | -13.7% |
| 3M | +7.2% | +12.9% | -5.8% | +3.0% |
| 6M | -18.6% | +4.3% | -22.9% | -19.4% |
| YTD | -35.5% | -8.0% | -27.4% | -32.5% |
| 1Y | -55.8% | -8.6% | -47.2% | -53.9% |
| All | -79.1% | -5.7% | -73.4% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling