-13.0%
CBRE vs FFIV
+23.1%
-36.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -1.5% | -1.5% | 0.0% | -1.3% |
| 30D | -4.0% | -2.7% | -1.3% | -3.8% |
| 3M | +8.0% | -1.7% | +9.7% | +7.3% |
| 6M | +4.0% | +36.1% | -32.2% | -6.5% |
| YTD | -11.5% | +52.6% | -64.2% | -22.9% |
| 1Y | -13.0% | +21.5% | -34.5% | -23.4% |
| All | -13.0% | +23.1% | -36.1% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling