+448.4%
CBRE vs FTV
+127.5%
+320.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.3% |
| 3M | -8.7% | +10.2% | -18.9% | -14.9% |
| 6M | -7.9% | +12.8% | -20.7% | -15.9% |
| YTD | -16.3% | +23.4% | -39.7% | -28.6% |
| 1Y | -13.1% | +31.4% | -44.6% | -29.1% |
| 3Y | +83.1% | +38.7% | +44.5% | +40.2% |
| 5Y | +27.7% | +18.6% | +9.1% | +8.2% |
| 10Y | +386.9% | +110.1% | +276.8% | +179.3% |
| All | +448.4% | +127.5% | +320.9% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling