+80.4%
CBRE vs FFIV
+102.2%
-21.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +5.2% | -8.1% | +13.3% | +7.1% |
| 30D | +6.2% | -33.4% | +39.6% | +15.7% |
| 3M | -8.1% | -24.7% | +16.7% | -3.7% |
| 6M | -6.6% | -8.8% | +2.2% | -9.5% |
| YTD | -15.7% | +21.8% | -37.5% | -27.4% |
| 1Y | -9.7% | +25.3% | -34.9% | -23.1% |
| 3Y | +80.4% | +101.2% | -20.8% | +12.1% |
| All | +80.4% | +102.2% | -21.8% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling