+50.0%
FANG vs CBRE
+64.1%
-14.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | +2.9% | -5.0% | +7.9% | +3.5% |
| 30D | +2.6% | -4.7% | +7.3% | +3.1% |
| 3M | +7.6% | +6.5% | +1.1% | +5.8% |
| 6M | +17.3% | +6.1% | +11.3% | +14.7% |
| YTD | +38.7% | -12.6% | +51.3% | +40.6% |
| 1Y | +51.6% | -15.3% | +66.9% | +54.8% |
| 3Y | +50.0% | +64.6% | -14.6% | +30.1% |
| All | +50.0% | +64.1% | -14.2% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling