+2,317.2%
CBRE vs FLR
+219.9%
+2,097.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.4% |
| 7D | -2.0% | +5.4% | -7.4% | -4.3% |
| 30D | -2.2% | +11.4% | -13.6% | -7.8% |
| 3M | +12.9% | +11.4% | +1.5% | +4.8% |
| 6M | +4.3% | +16.6% | -12.3% | -6.9% |
| YTD | -8.0% | +41.7% | -49.8% | -25.0% |
| 1Y | -8.6% | +35.4% | -44.0% | -25.0% |
| 3Y | +71.9% | +57.3% | +14.6% | +18.6% |
| 5Y | +50.0% | +241.0% | -191.0% | -34.8% |
| 10Y | +390.1% | +16.6% | +373.4% | +145.7% |
| All | +2,317.2% | +219.9% | +2,097.2% | +655.0% |
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