+44.0%
CBRE vs FRSH
-72.6%
+116.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -7.2% | -11.2% | +3.9% | -5.0% |
| 30D | -6.4% | -0.8% | -5.6% | -6.4% |
| 3M | +2.9% | +26.4% | -23.5% | -2.1% |
| 6M | +2.5% | +48.4% | -45.8% | -6.2% |
| YTD | -14.2% | -3.1% | -11.1% | -15.1% |
| 1Y | -15.1% | -8.7% | -6.5% | -15.3% |
| 3Y | +61.9% | -45.8% | +107.7% | +72.6% |
| All | +44.0% | -72.6% | +116.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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