+2,076.0%
FICO vs CBRE
+2,039.6%
+36.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.9% | +5.2% | -6.1% | -2.8% |
| 30D | +3.3% | +6.2% | -2.9% | +1.1% |
| 3M | -31.7% | -8.1% | -23.6% | -30.0% |
| 6M | -34.0% | -6.6% | -27.3% | -32.8% |
| YTD | -58.3% | -15.7% | -42.6% | -56.3% |
| 1Y | -57.9% | -9.7% | -48.3% | -56.9% |
| 3Y | -24.1% | +80.4% | -104.5% | -38.5% |
| 5Y | +85.3% | +27.0% | +58.3% | +67.0% |
| 10Y | +520.3% | +412.9% | +107.4% | +259.2% |
| All | +2,076.0% | +2,039.6% | +36.4% | +555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling