+11.4%
FPS vs CBRE
-13.8%
+25.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +6.8% | +2.7% |
| 7D | +10.4% | -1.5% | +11.9% | +10.2% |
| 30D | -16.5% | -4.0% | -12.5% | -16.8% |
| 3M | -45.5% | +8.0% | -53.5% | -44.9% |
| 6M | +2.1% | +4.0% | -1.9% | +2.9% |
| All | +11.4% | -13.8% | +25.2% | +13.2% |
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 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