-24.1%
FICO vs CBRE
+79.1%
-103.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -0.9% | +5.2% | -6.1% | -3.5% |
| 30D | +3.3% | +6.2% | -2.9% | 0.0% |
| 3M | -31.7% | -8.1% | -23.6% | -29.4% |
| 6M | -34.0% | -6.6% | -27.3% | -32.4% |
| YTD | -58.3% | -15.7% | -42.6% | -55.7% |
| 1Y | -57.9% | -9.7% | -48.3% | -56.8% |
| 3Y | -24.1% | +80.4% | -104.5% | -35.0% |
| All | -24.1% | +79.1% | -103.1% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling