+63.6%
CBRE vs FCUV
-99.2%
+162.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | -1.8% |
| 7D | -1.7% | -63.8% | +62.1% | -1.6% |
| 30D | -3.0% | -14.7% | +11.7% | -2.9% |
| 3M | +2.6% | +65.3% | -62.7% | +2.7% |
| 6M | +2.0% | -68.5% | +70.5% | +3.2% |
| YTD | -13.1% | -83.0% | +69.9% | -11.6% |
| 1Y | -13.8% | -94.4% | +80.6% | -11.7% |
| All | +63.6% | -99.2% | +162.9% | +70.6% |
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