-48.5%
FPS vs CBRE
-9.3%
-39.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.5% | -8.3% | -10.0% |
| 7D | +21.6% | -2.8% | +24.4% | +21.3% |
| 30D | -38.8% | +2.2% | -41.0% | -37.8% |
| 3M | -42.1% | -10.1% | -32.0% | -43.2% |
| 6M | -48.5% | -8.0% | -40.5% | -47.2% |
| All | -48.5% | -9.3% | -39.2% | -47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling