+1,422.9%
FANG vs CBRE
+634.4%
+788.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.5% |
| 7D | -0.4% | -1.7% | +1.3% | +0.3% |
| 30D | +2.4% | -3.0% | +5.4% | +3.4% |
| 3M | +4.9% | +2.6% | +2.3% | +1.6% |
| 6M | +12.0% | +2.0% | +10.0% | +7.4% |
| YTD | +37.1% | -13.1% | +50.2% | +41.0% |
| 1Y | +52.3% | -13.8% | +66.1% | +56.3% |
| 3Y | +45.0% | +63.9% | -18.9% | -3.8% |
| 5Y | +231.0% | +42.3% | +188.6% | +129.2% |
| 10Y | +177.5% | +401.2% | -223.7% | -1.0% |
| All | +1,422.9% | +634.4% | +788.5% | +375.8% |
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