+0.8%
FAST vs CBRE
-7.7%
+8.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.8% |
| 7D | -0.4% | -2.0% | +1.6% | -0.1% |
| 30D | -0.8% | -2.2% | +1.4% | -0.6% |
| 3M | +5.8% | +12.9% | -7.2% | +3.6% |
| 6M | +8.0% | +4.3% | +3.7% | +6.5% |
| YTD | +25.6% | -8.0% | +33.7% | +24.7% |
| 1Y | +0.8% | -8.6% | +9.4% | +0.6% |
| All | +0.8% | -7.7% | +8.5% | +0.6% |
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