-61.9%
FLNC vs CBRE
+61.2%
-123.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.4% |
| 7D | -5.0% | -7.2% | +2.2% | -0.2% |
| 30D | -26.1% | -6.4% | -19.7% | -23.2% |
| 3M | -55.2% | +2.9% | -58.1% | -57.2% |
| 6M | -42.6% | +2.5% | -45.1% | -45.0% |
| YTD | -51.0% | -14.2% | -36.8% | -46.9% |
| 1Y | +43.3% | -15.1% | +58.5% | +55.4% |
| All | -61.9% | +61.2% | -123.1% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling