+303.4%
FTI vs CBRE
+404.4%
-101.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.6% |
| 7D | -2.3% | -1.7% | -0.7% | -1.5% |
| 30D | +5.0% | -3.0% | +8.0% | +6.2% |
| 3M | +13.8% | +2.6% | +11.2% | +9.8% |
| 6M | +22.9% | +2.0% | +20.9% | +17.7% |
| YTD | +75.0% | -13.1% | +88.1% | +81.0% |
| 1Y | +96.9% | -13.8% | +110.7% | +103.7% |
| 3Y | +276.7% | +63.9% | +212.9% | +147.3% |
| 5Y | +1,157.0% | +42.3% | +1,114.7% | +770.4% |
| All | +303.4% | +404.4% | -101.0% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling