+113.9%
FE vs CBRE
+397.8%
-283.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +1.9% | -2.0% | +3.9% | +2.4% |
| 30D | -1.2% | -2.2% | +1.0% | -0.8% |
| 3M | +3.5% | +12.9% | -9.4% | +0.2% |
| 6M | -6.1% | +4.3% | -10.4% | -7.6% |
| YTD | +7.6% | -8.0% | +15.7% | +8.4% |
| 1Y | +11.9% | -8.6% | +20.5% | +12.7% |
| 3Y | +48.4% | +71.9% | -23.4% | +22.8% |
| 5Y | +44.8% | +50.0% | -5.2% | +21.8% |
| All | +113.9% | +397.8% | -283.9% | +32.9% |
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