+184.1%
FTI vs CBRE
+379.0%
-194.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +1.8% |
| 7D | +4.3% | -1.8% | +6.1% | +5.3% |
| 30D | -4.7% | +3.3% | -8.0% | -7.4% |
| 3M | -13.5% | -12.4% | -1.2% | -8.6% |
| 6M | -8.7% | -5.4% | -3.4% | -9.3% |
| YTD | +49.0% | -17.2% | +66.2% | +56.3% |
| 1Y | +54.0% | -13.1% | +67.1% | +56.4% |
| 3Y | +211.6% | +81.6% | +130.1% | +87.4% |
| 5Y | +881.9% | +26.4% | +855.4% | +624.8% |
| All | +184.1% | +379.0% | -194.9% | +2.4% |
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