+27.8%
CBRE vs FHN
+56.9%
-29.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +5.2% | -1.0% | +6.2% | +5.5% |
| 30D | +6.2% | +0.2% | +6.0% | +6.3% |
| 3M | -8.1% | -9.0% | +0.9% | -5.6% |
| 6M | -6.6% | -6.8% | +0.2% | -4.9% |
| YTD | -15.7% | -1.5% | -14.2% | -15.4% |
| 1Y | -9.7% | +10.9% | -20.6% | -12.1% |
| 3Y | +80.4% | +119.4% | -39.0% | +48.8% |
| All | +27.8% | +56.9% | -29.1% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling