+401.2%
CBRE vs FTV
+78.2%
+323.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.0% |
| 7D | -1.7% | -1.3% | -0.4% | -0.7% |
| 30D | -3.0% | -9.5% | +6.5% | +3.9% |
| 3M | +2.6% | -10.9% | +13.5% | +10.5% |
| 6M | +2.0% | -0.6% | +2.6% | +1.4% |
| YTD | -13.1% | +1.4% | -14.5% | -15.0% |
| 1Y | -13.8% | +17.6% | -31.5% | -24.4% |
| 3Y | +63.9% | -3.3% | +67.1% | +61.8% |
| 5Y | +42.3% | -0.1% | +42.5% | +35.7% |
| 10Y | +401.2% | +82.5% | +318.7% | +241.4% |
| All | +401.2% | +78.2% | +323.0% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling