+105.3%
FAST vs CBRE
+26.1%
+79.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | +4.2% | -1.8% | +5.9% | +4.7% |
| 30D | +6.7% | +3.3% | +3.4% | +5.3% |
| 3M | +8.0% | -12.4% | +20.4% | +11.9% |
| 6M | +27.4% | -5.4% | +32.8% | +28.3% |
| YTD | +40.5% | -17.2% | +57.7% | +46.3% |
| 1Y | +38.4% | -13.1% | +51.4% | +41.6% |
| 3Y | +98.7% | +81.6% | +17.1% | +48.3% |
| All | +105.3% | +26.1% | +79.2% | +70.5% |
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