+32.8%
FAST vs CBRE
-10.1%
+42.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.1% | +5.2% | -3.1% | +1.2% |
| 30D | +6.9% | +6.2% | +0.6% | +5.7% |
| 3M | +4.8% | -8.1% | +12.9% | +6.0% |
| 6M | +19.8% | -6.6% | +26.4% | +20.5% |
| YTD | +34.9% | -15.7% | +50.6% | +34.6% |
| 1Y | +32.8% | -9.7% | +42.4% | +28.8% |
| All | +32.8% | -10.1% | +42.9% | +28.8% |
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 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