-68.5%
FLNC vs CBRE
+40.6%
-109.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.8% | +10.4% | +10.1% |
| 7D | +6.0% | -1.5% | +7.5% | +6.6% |
| 30D | -16.3% | -4.0% | -12.3% | -14.1% |
| 3M | -54.1% | +8.0% | -62.1% | -58.9% |
| 6M | -25.3% | +4.0% | -29.3% | -30.7% |
| YTD | -44.2% | -11.5% | -32.7% | -40.6% |
| 1Y | +53.1% | -13.0% | +66.1% | +63.9% |
| 3Y | -58.3% | +66.9% | -125.2% | -79.8% |
| All | -68.5% | +40.6% | -109.0% | -81.4% |
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 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