+2,309.3%
FAST vs CBRE
+2,234.5%
+74.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -0.4% | -2.0% | +1.6% | +0.2% |
| 30D | -0.8% | -2.2% | +1.4% | -0.4% |
| 3M | +5.8% | +12.9% | -7.2% | +2.0% |
| 6M | +8.0% | +4.3% | +3.7% | +6.1% |
| YTD | +25.6% | -8.0% | +33.7% | +27.0% |
| 1Y | +0.8% | -8.6% | +9.4% | +1.8% |
| 3Y | +86.1% | +71.9% | +14.2% | +55.9% |
| 5Y | +100.2% | +50.0% | +50.2% | +72.1% |
| 10Y | +494.2% | +390.1% | +104.1% | +260.1% |
| All | +2,309.3% | +2,234.5% | +74.8% | +736.9% |
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