+222.8%
FE vs CBRE
+2,234.5%
-2,011.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +1.9% | -2.0% | +3.9% | +2.2% |
| 30D | -1.2% | -2.2% | +1.0% | -0.9% |
| 3M | +3.5% | +12.9% | -9.4% | +1.6% |
| 6M | -6.1% | +4.3% | -10.4% | -6.9% |
| YTD | +7.6% | -8.0% | +15.7% | +8.1% |
| 1Y | +11.9% | -8.6% | +20.5% | +12.4% |
| 3Y | +48.4% | +71.9% | -23.4% | +35.2% |
| 5Y | +44.8% | +50.0% | -5.2% | +33.3% |
| 10Y | +115.9% | +390.1% | -274.2% | +67.8% |
| All | +222.8% | +2,234.5% | -2,011.6% | +101.2% |
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