+155.7%
FDX vs CBRE
+387.8%
-232.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.1% |
| 7D | -2.1% | -4.6% | +2.6% | +0.1% |
| 30D | +10.4% | +3.0% | +7.4% | +8.6% |
| 3M | +0.5% | -8.7% | +9.2% | +4.1% |
| 6M | +6.5% | -7.9% | +14.4% | +8.9% |
| YTD | +40.2% | -16.3% | +56.5% | +47.9% |
| 1Y | +52.1% | -13.1% | +65.2% | +57.3% |
| 3Y | +72.8% | +83.1% | -10.3% | +20.0% |
| 5Y | +76.3% | +27.7% | +48.6% | +43.3% |
| 10Y | +155.7% | +386.9% | -231.2% | +13.3% |
| All | +155.7% | +387.8% | -232.0% | +13.3% |
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