+549.0%
FCX vs CBRE
+2,028.3%
-1,479.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.2% |
| 7D | -2.4% | -0.5% | -1.8% | -2.1% |
| 30D | -18.0% | +3.1% | -21.0% | -19.2% |
| 3M | -14.3% | -6.4% | -7.9% | -12.7% |
| 6M | -1.7% | -7.9% | +6.2% | 0.0% |
| YTD | +19.8% | -16.2% | +36.0% | +25.8% |
| 1Y | +48.6% | -11.2% | +59.9% | +52.3% |
| 3Y | +85.8% | +83.4% | +2.4% | +38.9% |
| 5Y | +72.2% | +28.4% | +43.8% | +49.0% |
| 10Y | +386.3% | +386.8% | -0.5% | +149.3% |
| All | +549.0% | +2,028.3% | -1,479.3% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling