+268.2%
CBRE vs FND
+61.4%
+206.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.1% |
| 7D | -2.8% | -5.1% | +2.3% | -1.2% |
| 30D | +2.2% | +9.2% | -7.0% | -0.9% |
| 3M | -10.1% | -17.7% | +7.6% | -4.7% |
| 6M | -8.0% | +2.5% | -10.5% | -10.1% |
| YTD | -17.6% | -19.8% | +2.2% | -13.9% |
| 1Y | -14.7% | -22.7% | +8.0% | -9.9% |
| 3Y | +80.4% | -38.3% | +118.7% | +97.8% |
| 5Y | +25.9% | -63.0% | +88.9% | +53.6% |
| All | +268.2% | +61.4% | +206.7% | +185.1% |
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