+45.0%
CBRE vs FTV
+4.3%
+40.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.2% |
| 30D | -4.0% | -8.3% | +4.3% | +1.6% |
| 3M | +8.0% | -7.4% | +15.4% | +12.9% |
| 6M | +4.0% | -1.2% | +5.2% | +3.7% |
| YTD | -11.5% | +2.7% | -14.2% | -13.9% |
| 1Y | -13.0% | +18.4% | -31.4% | -23.6% |
| 3Y | +66.9% | -2.0% | +68.9% | +64.2% |
| 5Y | +45.0% | +3.4% | +41.6% | +32.3% |
| All | +45.0% | +4.3% | +40.7% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling