+175.5%
FDX vs CBRE
+378.3%
-202.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -0.9% |
| 7D | -3.3% | -1.5% | -1.8% | -2.6% |
| 30D | -1.4% | -4.0% | +2.6% | +0.2% |
| 3M | -4.5% | +8.0% | -12.5% | -8.7% |
| 6M | +9.4% | +4.0% | +5.4% | +6.0% |
| YTD | +36.0% | -11.5% | +47.5% | +40.5% |
| 1Y | +75.5% | -13.0% | +88.5% | +82.2% |
| 3Y | +62.8% | +66.9% | -4.1% | +19.2% |
| 5Y | +64.4% | +45.0% | +19.4% | +26.2% |
| 10Y | +175.5% | +385.0% | -209.6% | +20.9% |
| All | +175.5% | +378.3% | -202.9% | +20.9% |
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