+48.4%
CBRE vs FRSH
-72.0%
+120.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.2% | -2.8% |
| 7D | -1.5% | -10.1% | +8.6% | +0.6% |
| 30D | -4.0% | +2.2% | -6.2% | -4.5% |
| 3M | +8.0% | +28.6% | -20.6% | +2.4% |
| 6M | +4.0% | +40.2% | -36.2% | -3.8% |
| YTD | -11.5% | -1.2% | -10.3% | -12.8% |
| 1Y | -13.0% | -7.9% | -5.1% | -13.3% |
| 3Y | +66.9% | -44.7% | +111.6% | +77.3% |
| All | +48.4% | -72.0% | +120.4% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling