+220.5%
FE vs CBRE
+2,039.6%
-1,819.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -1.0% | +5.2% | -6.2% | -1.7% |
| 30D | +4.1% | +6.2% | -2.1% | +3.2% |
| 3M | -1.0% | -8.1% | +7.1% | -0.1% |
| 6M | +4.0% | -6.6% | +10.7% | +4.6% |
| YTD | +6.8% | -15.7% | +22.6% | +8.4% |
| 1Y | +5.3% | -9.7% | +14.9% | +5.8% |
| 3Y | +44.6% | +80.4% | -35.8% | +30.8% |
| 5Y | +44.2% | +27.0% | +17.2% | +35.6% |
| 10Y | +107.3% | +412.9% | -305.6% | +60.5% |
| All | +220.5% | +2,039.6% | -1,819.1% | +101.8% |
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