+42.3%
CBRE vs FCUV
-99.9%
+142.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | -1.8% |
| 7D | -1.7% | -63.8% | +62.1% | -1.4% |
| 30D | -3.0% | -14.7% | +11.7% | -3.0% |
| 3M | +2.6% | +65.3% | -62.7% | +1.0% |
| 6M | +2.0% | -68.5% | +70.5% | +2.7% |
| YTD | -13.1% | -83.0% | +69.9% | -11.5% |
| 1Y | -13.8% | -94.4% | +80.6% | -10.6% |
| 3Y | +63.9% | -99.3% | +163.1% | +77.3% |
| 5Y | +42.3% | -99.9% | +142.2% | +65.1% |
| All | +42.3% | -99.9% | +142.2% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling