+105.3%
FAST vs CBRE
+26.4%
+78.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.1% | +5.2% | -3.1% | +0.5% |
| 30D | +6.9% | +6.2% | +0.6% | +4.6% |
| 3M | +4.8% | -8.1% | +12.9% | +7.0% |
| 6M | +19.8% | -6.6% | +26.4% | +21.2% |
| YTD | +34.9% | -15.7% | +50.6% | +39.8% |
| 1Y | +32.8% | -9.7% | +42.4% | +34.2% |
| 3Y | +93.7% | +80.4% | +13.4% | +45.4% |
| All | +105.3% | +26.4% | +78.9% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling