-59.7%
FICO vs CBRE
-13.9%
-45.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | +1.4% | -2.8% | +4.2% | +2.6% |
| 30D | -0.8% | +2.2% | -3.0% | -2.3% |
| 3M | -31.3% | -10.1% | -21.2% | -28.5% |
| 6M | -33.9% | -8.0% | -25.9% | -32.1% |
| YTD | -57.6% | -17.6% | -40.0% | -55.7% |
| 1Y | -59.7% | -14.7% | -44.9% | -58.9% |
| All | -59.7% | -13.9% | -45.7% | -58.9% |
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 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