-84.3%
FRMI vs CBRE
-6.1%
-78.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.3% |
| 7D | +2.4% | -2.0% | +4.4% | +2.2% |
| 30D | -17.3% | -2.2% | -15.1% | -17.6% |
| 3M | -17.2% | +12.9% | -30.1% | -16.1% |
| 6M | -43.4% | +4.3% | -47.7% | -42.6% |
| YTD | -36.0% | -8.0% | -28.0% | -35.1% |
| All | -84.3% | -6.1% | -78.2% | -83.1% |
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