+1,417.8%
FTI vs CBRE
+2,001.9%
-584.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +1.9% |
| 7D | +4.3% | -1.8% | +6.1% | +4.9% |
| 30D | -4.7% | +3.3% | -8.0% | -6.3% |
| 3M | -13.5% | -12.4% | -1.2% | -10.5% |
| 6M | -8.7% | -5.4% | -3.4% | -8.9% |
| YTD | +49.0% | -17.2% | +66.2% | +53.8% |
| 1Y | +54.0% | -13.1% | +67.1% | +56.3% |
| 3Y | +211.6% | +81.6% | +130.1% | +142.7% |
| 5Y | +881.9% | +26.4% | +855.4% | +752.2% |
| 10Y | +188.1% | +381.6% | -193.5% | +67.4% |
| All | +1,417.8% | +2,001.9% | -584.1% | +360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling