+2,317.2%
CBRE vs FHN
+7.1%
+2,310.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | +1.2% | -3.1% | -2.6% |
| 30D | -2.2% | -4.7% | +2.5% | +0.5% |
| 3M | +12.9% | +3.5% | +9.4% | +10.3% |
| 6M | +4.3% | +7.8% | -3.5% | -0.7% |
| YTD | -8.0% | +5.9% | -13.9% | -11.5% |
| 1Y | -8.6% | +12.5% | -21.0% | -16.0% |
| 3Y | +71.9% | +117.2% | -45.3% | +2.1% |
| 5Y | +50.0% | +86.5% | -36.5% | -16.7% |
| 10Y | +390.1% | +125.7% | +264.3% | +106.8% |
| All | +2,317.2% | +7.1% | +2,310.1% | +1,289.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling