+794.1%
FN vs CBRE
+388.5%
+405.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.3% | -3.7% |
| 7D | -4.1% | -0.5% | -3.5% | -3.7% |
| 30D | -28.3% | +3.1% | -31.4% | -29.5% |
| 3M | -33.9% | -6.4% | -27.5% | -32.7% |
| 6M | -43.9% | -7.9% | -36.0% | -43.3% |
| YTD | -23.4% | -16.2% | -7.3% | -20.0% |
| 1Y | -25.4% | -11.2% | -14.2% | -24.2% |
| 3Y | +107.9% | +83.4% | +24.5% | +46.9% |
| 5Y | +195.1% | +28.4% | +166.6% | +141.0% |
| 10Y | +794.1% | +386.8% | +407.3% | +308.6% |
| All | +794.1% | +388.5% | +405.6% | +308.6% |
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