+523.0%
FDX vs CBRE
+2,039.6%
-1,516.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -1.6% | +5.2% | -6.8% | -3.0% |
| 30D | +6.6% | +6.2% | +0.4% | +4.7% |
| 3M | -2.1% | -8.1% | +6.0% | -0.1% |
| 6M | +2.2% | -6.6% | +8.8% | +3.3% |
| YTD | +33.9% | -15.7% | +49.7% | +38.3% |
| 1Y | +50.2% | -9.7% | +59.9% | +52.1% |
| 3Y | +65.5% | +80.4% | -14.9% | +37.2% |
| 5Y | +74.1% | +27.0% | +47.0% | +57.6% |
| 10Y | +156.7% | +412.9% | -256.2% | +59.8% |
| All | +523.0% | +2,039.6% | -1,516.6% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling