-24.8%
FICO vs CBRE
+85.6%
-110.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.8% | +1.8% |
| 7D | -0.1% | +1.0% | -1.1% | -0.7% |
| 30D | +8.4% | +5.6% | +2.8% | +5.2% |
| 3M | -30.5% | -6.8% | -23.7% | -28.6% |
| 6M | -35.7% | -5.6% | -30.1% | -34.5% |
| YTD | -57.2% | -14.1% | -43.1% | -54.9% |
| 1Y | -58.4% | -9.5% | -48.9% | -57.3% |
| 3Y | -24.8% | +91.8% | -116.6% | -38.3% |
| All | -24.8% | +85.6% | -110.5% | -38.3% |
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 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