+45.0%
CBRE vs FND
-61.9%
+106.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -2.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -4.0% | -23.6% | +19.6% | +5.0% |
| 3M | +8.0% | +4.3% | +3.7% | +5.4% |
| 6M | +4.0% | -20.3% | +24.2% | +10.3% |
| YTD | -11.5% | -21.3% | +9.8% | -6.3% |
| 1Y | -13.0% | -45.4% | +32.4% | +4.2% |
| 3Y | +66.9% | -48.9% | +115.8% | +96.1% |
| 5Y | +45.0% | -61.0% | +106.1% | +70.2% |
| All | +45.0% | -61.9% | +106.9% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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