+123.4%
FE vs CBRE
+379.0%
-255.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +1.2% | -1.8% | +3.0% | +1.6% |
| 30D | +4.5% | +3.3% | +1.2% | +3.5% |
| 3M | +1.3% | -12.4% | +13.7% | +4.2% |
| 6M | +8.7% | -5.4% | +14.0% | +9.3% |
| YTD | +9.2% | -17.2% | +26.4% | +12.5% |
| 1Y | +7.0% | -13.1% | +20.1% | +8.7% |
| 3Y | +51.4% | +81.6% | -30.2% | +22.6% |
| 5Y | +47.7% | +26.4% | +21.3% | +29.6% |
| All | +123.4% | +379.0% | -255.6% | +46.5% |
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