-35.5%
FLNC vs CBRE
+4.3%
-39.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.8% | -6.5% | -8.0% |
| 7D | -4.2% | -1.7% | -2.5% | -4.2% |
| 30D | -20.0% | -3.0% | -17.0% | -19.5% |
| 3M | -56.9% | +2.6% | -59.5% | -56.6% |
| 6M | -35.5% | +2.0% | -37.5% | -34.3% |
| All | -35.5% | +4.3% | -39.9% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling