+3,689.8%
FN vs CBRE
+904.4%
+2,785.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.4% |
| 7D | -1.7% | -2.0% | +0.3% | -0.9% |
| 30D | -22.0% | -2.2% | -19.8% | -21.6% |
| 3M | -43.0% | +12.9% | -55.9% | -46.8% |
| 6M | -27.7% | +4.3% | -32.1% | -30.5% |
| YTD | -10.5% | -8.0% | -2.5% | -9.8% |
| 1Y | +12.5% | -8.6% | +21.1% | +13.4% |
| 3Y | +153.8% | +71.9% | +81.9% | +89.9% |
| 5Y | +288.0% | +50.0% | +238.0% | +204.0% |
| 10Y | +906.4% | +390.1% | +516.4% | +348.8% |
| All | +3,689.8% | +904.4% | +2,785.4% | +1,133.6% |
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 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