-22.6%
FPS vs CBRE
-14.5%
-8.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.1% | -21.4% | -16.9% |
| 7D | -23.3% | +14.1% | -37.4% | -22.8% |
| 30D | -42.4% | +9.0% | -51.5% | -41.8% |
| 3M | -43.0% | -6.6% | -36.5% | -43.2% |
| 6M | -44.5% | +0.8% | -45.2% | -44.0% |
| All | -22.6% | -14.5% | -8.1% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling