+71.5%
FDX vs CBRE
+81.9%
-10.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +0.8% | -2.8% | +3.6% | +1.7% |
| 30D | +9.9% | +2.2% | +7.7% | +9.0% |
| 3M | -1.9% | -10.1% | +8.2% | +1.2% |
| 6M | +6.1% | -8.0% | +14.1% | +8.2% |
| YTD | +38.8% | -17.6% | +56.4% | +45.6% |
| 1Y | +50.0% | -14.7% | +64.7% | +54.8% |
| All | +71.5% | +81.9% | -10.4% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling