-58.5%
FICO vs CBRE
-13.6%
-45.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +2.2% | -1.8% | +4.0% | +3.0% |
| 30D | +0.1% | +3.3% | -3.2% | -1.9% |
| 3M | -35.2% | -12.4% | -22.8% | -31.8% |
| 6M | -32.4% | -5.4% | -27.0% | -31.3% |
| YTD | -57.4% | -17.2% | -40.2% | -55.6% |
| 1Y | -58.5% | -13.1% | -45.5% | -58.1% |
| All | -58.5% | -13.6% | -45.0% | -58.1% |
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