-23.7%
FPS vs CBRE
-19.4%
-4.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.1% |
| 7D | +13.6% | -1.8% | +15.3% | +13.6% |
| 30D | -32.4% | +3.3% | -35.7% | -31.8% |
| 3M | -41.1% | -12.4% | -28.7% | -41.4% |
| 6M | -51.4% | -5.4% | -46.1% | -51.0% |
| All | -23.7% | -19.4% | -4.4% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling