+385.0%
CBRE vs FDS
+77.6%
+307.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -1.7% |
| 7D | -1.5% | -5.4% | +3.9% | +1.2% |
| 30D | -4.0% | +1.6% | -5.6% | -4.9% |
| 3M | +8.0% | +17.7% | -9.7% | -1.6% |
| 6M | +4.0% | +29.1% | -25.1% | -11.6% |
| YTD | -11.5% | +1.0% | -12.5% | -14.9% |
| 1Y | -13.0% | -21.6% | +8.6% | -4.7% |
| 3Y | +66.9% | -30.1% | +97.0% | +91.2% |
| 5Y | +45.0% | -20.7% | +65.8% | +51.7% |
| 10Y | +385.0% | +78.3% | +306.7% | +205.8% |
| All | +385.0% | +77.6% | +307.5% | +205.8% |
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