-15.1%
CBRE vs FHN
+11.4%
-26.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -7.2% | -0.8% | -6.4% | -6.9% |
| 30D | -6.4% | -2.6% | -3.8% | -5.6% |
| 3M | +2.9% | +0.8% | +2.1% | +2.1% |
| 6M | +2.5% | +9.2% | -6.7% | -1.6% |
| YTD | -14.2% | +5.1% | -19.3% | -15.7% |
| 1Y | -15.1% | +12.2% | -27.4% | -18.9% |
| All | -15.1% | +11.4% | -26.5% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling