+27.3%
CBRE vs FLR
+112.0%
-84.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -1.8% | +5.4% | -7.1% | -2.8% |
| 30D | +3.3% | +2.8% | +0.5% | +2.5% |
| 3M | -12.4% | -6.4% | -6.0% | -11.5% |
| 6M | -5.4% | +8.8% | -14.1% | -8.5% |
| YTD | -17.2% | +23.6% | -40.8% | -23.1% |
| 1Y | -13.1% | +13.8% | -26.9% | -17.8% |
| 3Y | +81.6% | +36.5% | +45.1% | +51.7% |
| All | +27.3% | +112.0% | -84.8% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling