-51.8%
FLUT vs CBRE
+30.4%
-82.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.6% |
| 7D | -6.5% | +1.0% | -7.5% | -7.1% |
| 30D | +2.8% | +5.6% | -2.9% | -0.3% |
| 3M | -13.5% | -6.8% | -6.7% | -10.8% |
| 6M | -19.0% | -5.6% | -13.4% | -17.3% |
| YTD | -61.9% | -14.1% | -47.8% | -59.6% |
| 1Y | -63.2% | -9.5% | -53.8% | -62.1% |
| 3Y | -46.0% | +91.8% | -137.8% | -62.8% |
| 5Y | -51.8% | +30.3% | -82.1% | -61.4% |
| All | -51.8% | +30.4% | -82.1% | -61.4% |
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 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