+225.1%
FE vs CBRE
+2,052.9%
-1,827.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.3% |
| 7D | +0.6% | +6.0% | -5.5% | -0.3% |
| 30D | +6.4% | +4.4% | +2.1% | +5.7% |
| 3M | -0.5% | -9.8% | +9.3% | +0.7% |
| 6M | +4.7% | -4.4% | +9.1% | +5.0% |
| YTD | +8.4% | -15.2% | +23.6% | +9.9% |
| 1Y | +7.2% | -9.1% | +16.4% | +7.7% |
| 3Y | +44.9% | +79.4% | -34.5% | +31.2% |
| 5Y | +46.3% | +27.8% | +18.5% | +37.4% |
| 10Y | +110.3% | +416.1% | -305.8% | +62.6% |
| All | +225.1% | +2,052.9% | -1,827.8% | +104.6% |
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