+28.4%
CBRE vs FND
-61.3%
+89.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.2% |
| 7D | -0.5% | +6.8% | -7.4% | -2.9% |
| 30D | +3.1% | +13.1% | -10.0% | -1.5% |
| 3M | -6.4% | -13.1% | +6.7% | -2.2% |
| 6M | -7.9% | -0.6% | -7.3% | -9.3% |
| YTD | -16.2% | -15.5% | -0.7% | -13.7% |
| 1Y | -11.2% | -13.7% | +2.4% | -9.4% |
| 3Y | +83.4% | -35.0% | +118.4% | +98.0% |
| 5Y | +28.4% | -60.1% | +88.5% | +57.5% |
| All | +28.4% | -61.3% | +89.8% | +57.5% |
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