+805.9%
CBRE vs FIVE
+868.1%
-62.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.8% |
| 7D | -2.0% | +4.3% | -6.2% | -3.0% |
| 30D | -2.2% | +12.5% | -14.7% | -5.0% |
| 3M | +12.9% | +31.2% | -18.3% | +5.5% |
| 6M | +4.3% | +14.4% | -10.1% | -0.3% |
| YTD | -8.0% | +33.9% | -41.9% | -15.4% |
| 1Y | -8.6% | +65.1% | -73.6% | -20.4% |
| 3Y | +71.9% | +49.0% | +22.9% | +44.2% |
| 5Y | +50.0% | +30.3% | +19.7% | +25.7% |
| 10Y | +390.1% | +481.1% | -91.0% | +189.2% |
| All | +805.9% | +868.1% | -62.2% | +343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling