+502.5%
CBRE vs FTV
+90.8%
+411.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.1% |
| 7D | -2.0% | -4.5% | +2.5% | +1.2% |
| 30D | -2.2% | -7.1% | +4.9% | +2.8% |
| 3M | +12.9% | -7.2% | +20.1% | +18.1% |
| 6M | +4.3% | -1.5% | +5.8% | +4.4% |
| YTD | -8.0% | +3.5% | -11.5% | -11.2% |
| 1Y | -8.6% | +20.3% | -28.9% | -21.0% |
| 3Y | +71.9% | -3.1% | +75.0% | +69.6% |
| 5Y | +50.0% | +2.3% | +47.7% | +40.6% |
| 10Y | +390.1% | +76.3% | +313.7% | +221.7% |
| All | +502.5% | +90.8% | +411.7% | +281.2% |
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