+90.0%
FTI vs CBRE
-14.0%
+104.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.1% |
| 7D | -4.4% | -5.0% | +0.6% | -4.7% |
| 30D | +1.5% | -4.7% | +6.2% | +1.1% |
| 3M | +8.2% | +6.5% | +1.7% | +8.0% |
| 6M | +18.8% | +6.1% | +12.8% | +17.6% |
| YTD | +71.7% | -12.6% | +84.3% | +70.6% |
| 1Y | +90.0% | -15.3% | +105.4% | +87.9% |
| All | +90.0% | -14.0% | +104.0% | +87.9% |
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