-25.6%
FLUT vs CBRE
+388.5%
-414.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +1.3% |
| 7D | -1.5% | -0.5% | -0.9% | -1.4% |
| 30D | +3.4% | +3.1% | +0.4% | +2.3% |
| 3M | -12.5% | -6.4% | -6.1% | -10.9% |
| 6M | -18.5% | -7.9% | -10.6% | -16.8% |
| YTD | -61.6% | -16.2% | -45.5% | -60.0% |
| 1Y | -64.1% | -11.2% | -52.9% | -63.1% |
| 3Y | -44.5% | +83.4% | -127.9% | -52.5% |
| 5Y | -51.3% | +28.4% | -79.7% | -56.0% |
| 10Y | -25.6% | +386.8% | -412.4% | -37.4% |
| All | -25.6% | +388.5% | -414.1% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling