+98.1%
FAST vs CBRE
+85.6%
+12.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.5% |
| 7D | +3.8% | +1.0% | +2.8% | +3.6% |
| 30D | +8.1% | +5.6% | +2.4% | +6.6% |
| 3M | +5.8% | -6.8% | +12.6% | +7.1% |
| 6M | +24.9% | -5.6% | +30.4% | +25.7% |
| YTD | +38.9% | -14.1% | +53.0% | +42.0% |
| 1Y | +36.5% | -9.5% | +46.0% | +37.5% |
| 3Y | +98.1% | +91.8% | +6.4% | +57.8% |
| All | +98.1% | +85.6% | +12.5% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling