+2,066.9%
CBRE vs FLR
+182.1%
+1,884.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.6% |
| 7D | -2.8% | +10.1% | -12.9% | -6.9% |
| 30D | +2.2% | -0.5% | +2.7% | +1.9% |
| 3M | -10.1% | -4.8% | -5.3% | -9.1% |
| 6M | -8.0% | +10.7% | -18.7% | -15.2% |
| YTD | -17.6% | +25.0% | -42.5% | -29.6% |
| 1Y | -14.7% | +8.3% | -23.0% | -22.6% |
| 3Y | +80.4% | +36.8% | +43.5% | +31.8% |
| 5Y | +25.9% | +121.8% | -95.9% | -32.4% |
| 10Y | +379.5% | +9.2% | +370.4% | +146.2% |
| All | +2,066.9% | +182.1% | +1,884.7% | +609.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling