+81.3%
FN vs CBRE
+80.2%
+1.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.4% | -10.9% | -13.2% |
| 7D | -16.0% | +6.0% | -22.0% | -17.6% |
| 30D | -40.1% | +4.4% | -44.5% | -41.0% |
| 3M | -43.9% | -9.8% | -34.1% | -42.3% |
| 6M | -55.6% | -4.4% | -51.3% | -55.8% |
| YTD | -35.7% | -15.2% | -20.5% | -32.9% |
| 1Y | -39.8% | -9.1% | -30.7% | -39.5% |
| All | +81.3% | +80.2% | +1.1% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling