+537.5%
FAST vs CBRE
+376.9%
+160.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +5.0% | -2.8% | +7.8% | +6.0% |
| 30D | +8.6% | +2.2% | +6.3% | +7.4% |
| 3M | +6.9% | -10.1% | +17.0% | +10.1% |
| 6M | +29.6% | -8.0% | +37.6% | +31.8% |
| YTD | +41.4% | -17.6% | +59.0% | +47.9% |
| 1Y | +38.5% | -14.7% | +53.2% | +43.1% |
| 3Y | +98.7% | +80.4% | +18.4% | +52.1% |
| 5Y | +108.0% | +25.9% | +82.2% | +77.5% |
| All | +537.5% | +376.9% | +160.5% | +252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling