+386.9%
CBRE vs FIVE
+535.9%
-149.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | +3.0% | +17.4% | -14.4% | -1.3% |
| 3M | -8.7% | +7.0% | -15.8% | -10.6% |
| 6M | -7.9% | +20.5% | -28.4% | -13.4% |
| YTD | -16.3% | +33.1% | -49.4% | -23.8% |
| 1Y | -13.1% | +67.1% | -80.2% | -25.7% |
| 3Y | +83.1% | +41.9% | +41.2% | +53.0% |
| 5Y | +27.7% | +21.1% | +6.7% | +7.5% |
| 10Y | +386.9% | +518.8% | -131.9% | +156.2% |
| All | +386.9% | +535.9% | -149.0% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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