-68.4%
FLNC vs CBRE
-6.2%
-62.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +4.1% | +6.1% | +8.7% |
| 7D | -2.1% | +14.1% | -16.2% | -6.9% |
| 30D | -20.8% | +9.0% | -29.8% | -23.1% |
| 3M | -61.3% | -6.6% | -54.7% | -60.3% |
| 6M | -50.9% | +0.8% | -51.6% | -50.9% |
| YTD | -69.4% | -12.2% | -57.1% | -67.3% |
| 1Y | -68.4% | -6.8% | -61.6% | -68.1% |
| All | -68.4% | -6.2% | -62.2% | -68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling