+2,482.6%
FAST vs CBRE
+2,052.9%
+429.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.3% |
| 7D | +0.7% | +6.0% | -5.4% | -1.0% |
| 30D | +4.6% | +4.4% | +0.3% | +3.2% |
| 3M | +6.4% | -9.8% | +16.2% | +8.8% |
| 6M | +20.6% | -4.4% | +25.0% | +21.0% |
| YTD | +34.7% | -15.2% | +49.9% | +38.6% |
| 1Y | +29.7% | -9.1% | +38.8% | +30.9% |
| 3Y | +89.9% | +79.4% | +10.5% | +57.1% |
| 5Y | +105.0% | +27.8% | +77.1% | +83.3% |
| 10Y | +594.2% | +416.1% | +178.1% | +314.6% |
| All | +2,482.6% | +2,052.9% | +429.7% | +813.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling