+401.2%
CBRE vs FHN
+125.8%
+275.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -3.0% | -2.6% | -0.4% | -1.9% |
| 3M | +2.6% | 0.0% | +2.6% | +2.4% |
| 6M | +2.0% | +9.2% | -7.2% | -2.1% |
| YTD | -13.1% | +4.3% | -17.5% | -14.9% |
| 1Y | -13.8% | +10.8% | -24.6% | -18.3% |
| 3Y | +63.9% | +130.7% | -66.9% | +10.0% |
| 5Y | +42.3% | +87.4% | -45.0% | -7.0% |
| 10Y | +401.2% | +126.9% | +274.3% | +144.5% |
| All | +401.2% | +125.8% | +275.4% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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