+2,158.9%
CBRE vs FHN
+1.7%
+2,157.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.2% | +0.7% |
| 7D | +1.0% | -0.5% | +1.5% | +1.4% |
| 30D | +5.6% | +1.9% | +3.7% | +4.6% |
| 3M | -6.8% | -6.9% | +0.2% | -2.8% |
| 6M | -5.6% | -3.1% | -2.5% | -4.1% |
| YTD | -14.1% | +0.6% | -14.7% | -14.7% |
| 1Y | -9.5% | +12.4% | -21.8% | -15.9% |
| 3Y | +91.8% | +133.7% | -41.9% | +9.5% |
| 5Y | +30.3% | +61.4% | -31.0% | -20.4% |
| 10Y | +406.9% | +97.9% | +309.0% | +133.5% |
| All | +2,158.9% | +1.7% | +2,157.2% | +1,239.0% |
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