+27.3%
CBRE vs FFIV
+35.3%
-8.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.4% |
| 7D | -1.8% | -0.5% | -1.2% | -1.6% |
| 30D | +3.3% | -32.4% | +35.7% | +16.8% |
| 3M | -12.4% | -25.7% | +13.3% | -5.2% |
| 6M | -5.4% | -13.5% | +8.1% | -5.4% |
| YTD | -17.2% | +21.1% | -38.3% | -29.9% |
| 1Y | -13.1% | +29.4% | -42.5% | -28.8% |
| 3Y | +81.6% | +94.9% | -13.3% | +14.5% |
| All | +27.3% | +35.3% | -8.0% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling