+406.9%
CBRE vs FFIV
+132.4%
+274.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | +1.0% |
| 7D | +1.0% | -2.1% | +3.1% | +1.9% |
| 30D | +5.6% | -33.8% | +39.4% | +24.1% |
| 3M | -6.8% | -20.6% | +13.9% | -0.3% |
| 6M | -5.6% | -10.2% | +4.7% | -6.0% |
| YTD | -14.1% | +24.5% | -38.5% | -28.3% |
| 1Y | -9.5% | +29.3% | -38.8% | -26.0% |
| 3Y | +91.8% | +103.8% | -12.0% | +18.1% |
| 5Y | +30.3% | +40.9% | -10.5% | -4.8% |
| 10Y | +406.9% | +126.6% | +280.3% | +157.8% |
| All | +406.9% | +132.4% | +274.5% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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