-71.6%
FLNC vs CBRE
+38.8%
-110.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +0.8% |
| 7D | -4.1% | -5.0% | +0.9% | +0.3% |
| 30D | -24.8% | -4.7% | -20.1% | -22.2% |
| 3M | -59.1% | +6.5% | -65.6% | -62.8% |
| 6M | -42.0% | +6.1% | -48.0% | -47.1% |
| YTD | -49.8% | -12.6% | -37.2% | -45.9% |
| 1Y | +43.1% | -15.3% | +58.4% | +57.4% |
| 3Y | -61.0% | +64.6% | -125.6% | -80.8% |
| All | -71.6% | +38.8% | -110.5% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling