+27.7%
CBRE vs FTV
+17.2%
+10.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -4.6% | -0.7% | -4.0% | -4.2% |
| 30D | +3.0% | +18.3% | -15.4% | -7.9% |
| 3M | -8.7% | +10.2% | -18.9% | -14.6% |
| 6M | -7.9% | +12.8% | -20.7% | -15.6% |
| YTD | -16.3% | +23.4% | -39.7% | -28.0% |
| 1Y | -13.1% | +31.4% | -44.6% | -28.5% |
| 3Y | +83.1% | +38.7% | +44.5% | +40.3% |
| 5Y | +27.7% | +18.6% | +9.1% | +9.4% |
| All | +27.7% | +17.2% | +10.5% | +9.4% |
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 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