+366.6%
CBRE vs FIVN
+86.2%
+280.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.9% |
| 7D | -1.8% | -2.8% | +1.1% | -1.3% |
| 30D | +3.3% | -17.4% | +20.7% | +5.9% |
| 3M | -12.4% | -19.2% | +6.8% | -10.2% |
| 6M | -5.4% | +29.4% | -34.7% | -10.9% |
| YTD | -17.2% | +36.3% | -53.5% | -23.9% |
| 1Y | -13.1% | +33.5% | -46.6% | -20.0% |
| 3Y | +81.6% | -56.8% | +138.4% | +93.4% |
| 5Y | +26.4% | -83.0% | +109.4% | +45.3% |
| All | +366.6% | +86.2% | +280.4% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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