+156.3%
FDX vs CBRE
+421.6%
-265.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.6% |
| 7D | +0.2% | +1.0% | -0.9% | -0.2% |
| 30D | +9.3% | +5.6% | +3.7% | +6.3% |
| 3M | +0.5% | -6.8% | +7.2% | +3.0% |
| 6M | +5.3% | -5.6% | +10.9% | +6.5% |
| YTD | +38.6% | -14.1% | +52.7% | +44.5% |
| 1Y | +53.5% | -9.5% | +63.0% | +55.8% |
| 3Y | +74.2% | +91.8% | -17.5% | +18.4% |
| 5Y | +75.3% | +30.3% | +44.9% | +41.2% |
| 10Y | +156.3% | +406.9% | -250.6% | +11.5% |
| All | +156.3% | +421.6% | -265.3% | +11.5% |
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