+101.7%
FICO vs CBRE
+50.7%
+50.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.6% | -16.1% | -16.4% |
| 7D | -19.2% | -2.0% | -17.2% | -18.3% |
| 30D | -14.6% | -2.2% | -12.4% | -13.6% |
| 3M | -20.1% | +12.9% | -33.0% | -25.3% |
| 6M | -36.3% | +4.3% | -40.6% | -38.1% |
| YTD | -44.9% | -8.0% | -36.8% | -43.2% |
| 1Y | -38.6% | -8.6% | -30.1% | -36.7% |
| 3Y | +4.0% | +71.9% | -67.9% | -26.5% |
| All | +101.7% | +50.7% | +50.9% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling