+960.6%
FLUT vs CBRE
+2,234.5%
-1,273.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -1.6% | -2.0% | +0.3% | -1.5% |
| 30D | +7.7% | -2.2% | +9.9% | +7.9% |
| 3M | -0.7% | +12.9% | -13.6% | -1.5% |
| 6M | -11.2% | +4.3% | -15.5% | -11.4% |
| YTD | -53.4% | -8.0% | -45.4% | -53.2% |
| 1Y | -65.8% | -8.6% | -57.2% | -65.6% |
| 3Y | -44.9% | +71.9% | -116.8% | -46.6% |
| 5Y | -49.7% | +50.0% | -99.7% | -51.1% |
| 10Y | -9.7% | +390.1% | -399.8% | -15.5% |
| All | +960.6% | +2,234.5% | -1,273.9% | +678.9% |
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