+2,317.2%
CBRE vs FFIV
+2,818.3%
-501.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.0% | -1.0% | -1.0% | -1.6% |
| 30D | -2.2% | -5.1% | +2.9% | -0.4% |
| 3M | +12.9% | -4.5% | +17.4% | +13.8% |
| 6M | +4.3% | +36.5% | -32.2% | -11.6% |
| YTD | -8.0% | +53.0% | -61.0% | -26.3% |
| 1Y | -8.6% | +24.2% | -32.8% | -20.1% |
| 3Y | +71.9% | +137.2% | -65.3% | +9.1% |
| 5Y | +50.0% | +91.8% | -41.8% | +3.0% |
| 10Y | +390.1% | +215.2% | +174.9% | +156.4% |
| All | +2,317.2% | +2,818.3% | -501.1% | +370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling