+545.9%
FDX vs CBRE
+2,028.3%
-1,482.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.9% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | +9.5% | +3.1% | +6.5% | +8.5% |
| 3M | -1.3% | -6.4% | +5.0% | +0.1% |
| 6M | +5.5% | -7.9% | +13.4% | +7.1% |
| YTD | +38.9% | -16.2% | +55.0% | +43.6% |
| 1Y | +58.8% | -11.2% | +70.0% | +61.6% |
| 3Y | +71.1% | +83.4% | -12.3% | +41.2% |
| 5Y | +76.3% | +28.4% | +47.9% | +59.1% |
| 10Y | +153.4% | +386.8% | -233.4% | +59.7% |
| All | +545.9% | +2,028.3% | -1,482.3% | +159.6% |
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