+73.9%
CBRE vs FTV
-0.9%
+74.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | 0.0% |
| 7D | -2.0% | -4.5% | +2.5% | +0.6% |
| 30D | -2.2% | -7.1% | +4.9% | +1.9% |
| 3M | +12.9% | -7.2% | +20.1% | +17.1% |
| 6M | +4.3% | -1.5% | +5.8% | +4.3% |
| YTD | -8.0% | +3.5% | -11.5% | -10.2% |
| 1Y | -8.6% | +20.3% | -28.9% | -18.4% |
| All | +73.9% | -0.9% | +74.9% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling