+2,317.2%
CBRE vs FDS
+1,167.8%
+1,149.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +2.1% |
| 7D | -2.0% | -1.9% | -0.1% | -0.7% |
| 30D | -2.2% | +9.0% | -11.2% | -8.8% |
| 3M | +12.9% | +18.9% | -5.9% | -3.7% |
| 6M | +4.3% | +35.1% | -30.8% | -22.5% |
| YTD | -8.0% | +5.5% | -13.5% | -18.6% |
| 1Y | -8.6% | -16.8% | +8.3% | -4.4% |
| 3Y | +71.9% | -28.1% | +99.9% | +95.0% |
| 5Y | +50.0% | -17.4% | +67.4% | +46.5% |
| 10Y | +390.1% | +85.4% | +304.6% | +105.5% |
| All | +2,317.2% | +1,167.8% | +1,149.4% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling