+30.3%
CBRE vs FDS
-23.2%
+53.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.1% |
| 7D | +1.0% | -5.0% | +6.0% | +2.9% |
| 30D | +5.6% | +13.8% | -8.1% | +0.7% |
| 3M | -6.8% | +14.8% | -21.6% | -11.8% |
| 6M | -5.6% | +47.4% | -53.0% | -20.3% |
| YTD | -14.1% | +14.2% | -28.2% | -19.6% |
| 1Y | -9.5% | +26.6% | -36.1% | -20.0% |
| 3Y | +91.8% | -24.4% | +116.2% | +115.7% |
| 5Y | +30.3% | -22.6% | +53.0% | +38.6% |
| All | +30.3% | -23.2% | +53.5% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling