-32.8%
FPS vs CBRE
-17.9%
-14.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +6.9% |
| 7D | -24.5% | +5.2% | -29.7% | -24.2% |
| 30D | -52.1% | +6.2% | -58.3% | -51.7% |
| 3M | -48.4% | -8.1% | -40.3% | -48.5% |
| 6M | -54.4% | -6.6% | -47.7% | -53.9% |
| All | -32.8% | -17.9% | -14.9% | -31.8% |
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