+120.9%
FE vs CBRE
+388.5%
-267.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +4.3% | +3.1% | +1.3% | +3.4% |
| 3M | +0.4% | -6.4% | +6.7% | +1.5% |
| 6M | +6.9% | -7.9% | +14.8% | +8.3% |
| YTD | +8.0% | -16.2% | +24.2% | +11.0% |
| 1Y | +4.8% | -11.2% | +16.0% | +6.0% |
| 3Y | +49.0% | +83.4% | -34.5% | +20.3% |
| 5Y | +46.2% | +28.4% | +17.8% | +27.8% |
| 10Y | +120.9% | +386.8% | -265.9% | +42.3% |
| All | +120.9% | +388.5% | -267.7% | +42.3% |
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