+547.9%
FAST vs CBRE
+421.6%
+126.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.3% |
| 7D | +3.8% | +1.0% | +2.8% | +3.5% |
| 30D | +8.1% | +5.6% | +2.4% | +5.8% |
| 3M | +5.8% | -6.8% | +12.6% | +7.6% |
| 6M | +24.9% | -5.6% | +30.4% | +25.9% |
| YTD | +38.9% | -14.1% | +53.0% | +43.3% |
| 1Y | +36.5% | -9.5% | +46.0% | +38.2% |
| 3Y | +98.1% | +91.8% | +6.4% | +48.4% |
| 5Y | +109.3% | +30.3% | +79.0% | +76.6% |
| 10Y | +547.9% | +406.9% | +141.1% | +244.0% |
| All | +547.9% | +421.6% | +126.3% | +244.0% |
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