+70.0%
FDX vs CBRE
+26.4%
+43.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -1.6% | +5.2% | -6.8% | -3.6% |
| 30D | +6.6% | +6.2% | +0.4% | +3.8% |
| 3M | -2.1% | -8.1% | +6.0% | +0.8% |
| 6M | +2.2% | -6.6% | +8.8% | +3.8% |
| YTD | +33.9% | -15.7% | +49.7% | +40.5% |
| 1Y | +50.2% | -9.7% | +59.9% | +52.2% |
| 3Y | +65.5% | +80.4% | -14.9% | +16.2% |
| All | +70.0% | +26.4% | +43.7% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling