+98.7%
FAST vs CBRE
+82.7%
+15.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | +4.2% | -1.8% | +5.9% | +4.6% |
| 30D | +6.7% | +3.3% | +3.4% | +5.7% |
| 3M | +8.0% | -12.4% | +20.4% | +10.9% |
| 6M | +27.4% | -5.4% | +32.8% | +28.1% |
| YTD | +40.5% | -17.2% | +57.7% | +44.8% |
| 1Y | +38.4% | -13.1% | +51.4% | +40.7% |
| 3Y | +98.7% | +81.6% | +17.1% | +62.6% |
| All | +98.7% | +82.7% | +15.9% | +62.6% |
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 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