-83.4%
FRMI vs CBRE
-12.4%
-71.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.6% |
| 7D | +10.9% | -7.2% | +18.1% | +10.2% |
| 30D | -24.3% | -6.4% | -17.9% | -24.7% |
| 3M | -21.8% | +2.9% | -24.7% | -21.3% |
| 6M | -33.0% | +2.5% | -35.6% | -32.9% |
| YTD | -32.6% | -14.2% | -18.4% | -32.1% |
| All | -83.4% | -12.4% | -71.1% | -82.3% |
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