+730.3%
CBRE vs FIVE
+822.5%
-92.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +5.2% | -0.3% | +5.4% | +5.2% |
| 30D | +6.2% | +17.7% | -11.4% | +2.3% |
| 3M | -8.1% | +4.0% | -12.1% | -9.2% |
| 6M | -6.6% | +2.6% | -9.3% | -8.3% |
| YTD | -15.7% | +27.6% | -43.3% | -21.7% |
| 1Y | -9.7% | +59.9% | -69.6% | -20.5% |
| 3Y | +80.4% | +35.8% | +44.6% | +54.9% |
| 5Y | +27.0% | +14.4% | +12.6% | +10.0% |
| 10Y | +412.9% | +576.1% | -163.2% | +197.5% |
| All | +730.3% | +822.5% | -92.1% | +310.8% |
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