+743.6%
FN vs CBRE
+397.3%
+346.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.3% | +11.9% |
| 7D | 0.0% | +5.2% | -5.2% | -2.4% |
| 30D | -34.3% | +6.2% | -40.5% | -36.3% |
| 3M | -39.9% | -8.1% | -31.8% | -38.3% |
| 6M | -51.8% | -6.6% | -45.2% | -51.7% |
| YTD | -28.1% | -15.7% | -12.4% | -25.2% |
| 1Y | -29.1% | -9.7% | -19.4% | -28.6% |
| 3Y | +102.4% | +80.4% | +22.1% | +44.0% |
| 5Y | +171.7% | +27.0% | +144.6% | +122.8% |
| All | +743.6% | +397.3% | +346.3% | +298.5% |
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