+392.5%
CBRE vs FLR
+19.7%
+372.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | -5.0% | -3.5% | -1.5% | -4.2% |
| 30D | -4.7% | +4.2% | -8.8% | -5.7% |
| 3M | +6.5% | +8.1% | -1.6% | +3.6% |
| 6M | +6.1% | +21.5% | -15.5% | -0.7% |
| YTD | -12.6% | +36.8% | -49.4% | -20.5% |
| 1Y | -15.3% | +31.2% | -46.5% | -22.7% |
| 3Y | +64.6% | +53.9% | +10.7% | +38.2% |
| 5Y | +45.0% | +243.0% | -198.0% | -2.5% |
| All | +392.5% | +19.7% | +372.8% | +231.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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