+310.7%
CBRE vs FND
+66.0%
+244.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -2.0% | -5.2% | +3.3% | -0.3% |
| 30D | -2.2% | -19.9% | +17.7% | +4.9% |
| 3M | +12.9% | +2.7% | +10.2% | +10.8% |
| 6M | +4.3% | -21.7% | +26.0% | +10.9% |
| YTD | -8.0% | -17.5% | +9.5% | -4.4% |
| 1Y | -8.6% | -39.3% | +30.7% | +4.4% |
| 3Y | +71.9% | -49.8% | +121.6% | +101.4% |
| 5Y | +50.0% | -60.1% | +110.1% | +78.7% |
| All | +310.7% | +66.0% | +244.6% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling