-56.4%
FICO vs CBRE
-6.2%
-50.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -5.1% |
| 7D | +0.4% | +14.1% | -13.7% | -5.7% |
| 30D | +1.7% | +9.0% | -7.4% | -2.7% |
| 3M | -33.0% | -6.6% | -26.5% | -31.4% |
| 6M | -33.9% | +0.8% | -34.6% | -34.6% |
| YTD | -58.5% | -12.2% | -46.3% | -57.7% |
| 1Y | -56.4% | -6.8% | -49.5% | -57.3% |
| All | -56.4% | -6.2% | -50.2% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling