+406.9%
CBRE vs FDS
+135.1%
+271.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.1% |
| 7D | +1.0% | -5.0% | +6.0% | +3.5% |
| 30D | +5.6% | +13.8% | -8.1% | -0.8% |
| 3M | -6.8% | +14.8% | -21.6% | -13.5% |
| 6M | -5.6% | +47.4% | -53.0% | -24.5% |
| YTD | -14.1% | +14.2% | -28.2% | -22.6% |
| 1Y | -9.5% | +26.6% | -36.1% | -23.6% |
| 3Y | +91.8% | -24.4% | +116.2% | +111.9% |
| 5Y | +30.3% | -22.6% | +53.0% | +39.9% |
| 10Y | +406.9% | +130.0% | +276.9% | +186.2% |
| All | +406.9% | +135.1% | +271.7% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling