+538.9%
FICO vs CBRE
+376.9%
+162.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.7% |
| 7D | +1.4% | -2.8% | +4.2% | +3.0% |
| 30D | -0.8% | +2.2% | -3.0% | -2.5% |
| 3M | -31.3% | -10.1% | -21.2% | -27.6% |
| 6M | -33.9% | -8.0% | -25.9% | -31.7% |
| YTD | -57.6% | -17.6% | -40.0% | -53.9% |
| 1Y | -59.7% | -14.7% | -44.9% | -57.0% |
| 3Y | -28.0% | +80.4% | -108.4% | -51.1% |
| 5Y | +91.0% | +25.9% | +65.1% | +54.9% |
| All | +538.9% | +376.9% | +162.0% | +147.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling