+81.6%
CBRE vs FCUV
-98.9%
+180.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +136.0% | -135.6% | +0.3% |
| 7D | -1.8% | +148.8% | -150.5% | -1.9% |
| 30D | +3.3% | +95.0% | -91.7% | +3.2% |
| 3M | -12.4% | +27.8% | -40.2% | -12.3% |
| 6M | -5.4% | +121.0% | -126.3% | -5.4% |
| YTD | -17.2% | -78.1% | +60.9% | -15.8% |
| 1Y | -13.1% | -94.3% | +81.2% | -10.6% |
| 3Y | +81.6% | -98.9% | +180.5% | +92.1% |
| All | +81.6% | -98.9% | +180.5% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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