+3,078.0%
FN vs CBRE
+858.6%
+2,219.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.1% | -10.1% | -7.7% |
| 7D | -7.0% | +14.1% | -21.1% | -12.5% |
| 30D | -24.7% | +9.0% | -33.8% | -27.9% |
| 3M | -35.7% | -6.6% | -29.1% | -34.6% |
| 6M | -52.4% | +0.8% | -53.2% | -53.9% |
| YTD | -25.0% | -12.2% | -12.7% | -23.5% |
| 1Y | -25.7% | -6.8% | -18.8% | -26.3% |
| 3Y | +110.2% | +85.6% | +24.6% | +51.0% |
| 5Y | +192.3% | +33.9% | +158.4% | +138.5% |
| 10Y | +812.3% | +434.1% | +378.2% | +289.4% |
| All | +3,078.0% | +858.6% | +2,219.4% | +946.9% |
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