+693.0%
FN vs CBRE
+379.0%
+314.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.5% |
| 7D | +0.3% | -1.8% | +2.0% | +1.2% |
| 30D | -16.5% | +3.3% | -19.8% | -18.0% |
| 3M | -42.1% | -12.4% | -29.7% | -39.3% |
| 6M | -52.9% | -5.4% | -47.5% | -52.9% |
| YTD | -28.0% | -17.2% | -10.8% | -24.3% |
| 1Y | -18.5% | -13.1% | -5.4% | -16.4% |
| 3Y | +93.9% | +81.6% | +12.3% | +37.5% |
| 5Y | +170.5% | +26.4% | +144.1% | +122.4% |
| All | +693.0% | +379.0% | +314.0% | +258.5% |
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