+337.5%
CBRE vs FCUV
-95.6%
+433.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -65.2% | +61.5% | -3.6% |
| 7D | -1.5% | -47.9% | +46.4% | -1.5% |
| 30D | -4.0% | +13.7% | -17.6% | -4.1% |
| 3M | +8.0% | +97.0% | -89.0% | +6.8% |
| 6M | +4.0% | -66.1% | +70.1% | +3.3% |
| YTD | -11.5% | -81.8% | +70.2% | -12.0% |
| 1Y | -13.0% | -93.3% | +80.3% | -13.2% |
| 3Y | +66.9% | -99.2% | +166.1% | +66.4% |
| 5Y | +45.0% | -99.9% | +144.9% | +45.0% |
| 10Y | +385.0% | -98.5% | +483.6% | +378.1% |
| All | +337.5% | -95.6% | +433.0% | +336.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling