+383.2%
FCX vs CBRE
+376.9%
+6.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.7% |
| 7D | +4.4% | -2.8% | +7.2% | +6.4% |
| 30D | -16.3% | +2.2% | -18.6% | -17.9% |
| 3M | -12.5% | -10.1% | -2.4% | -7.7% |
| 6M | -8.0% | -8.0% | 0.0% | -5.9% |
| YTD | +20.1% | -17.6% | +37.7% | +29.9% |
| 1Y | +45.9% | -14.7% | +60.6% | +54.1% |
| 3Y | +86.2% | +80.4% | +5.9% | +13.0% |
| 5Y | +57.1% | +25.9% | +31.2% | +19.9% |
| All | +383.2% | +376.9% | +6.3% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling