+2,084.8%
FICO vs CBRE
+2,052.9%
+31.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +2.0% |
| 7D | -0.3% | +6.0% | -6.3% | -2.3% |
| 30D | +1.7% | +4.4% | -2.6% | +0.1% |
| 3M | -35.2% | -9.8% | -25.4% | -33.1% |
| 6M | -33.7% | -4.4% | -29.3% | -33.0% |
| YTD | -58.2% | -15.2% | -43.0% | -56.2% |
| 1Y | -56.6% | -9.1% | -47.4% | -55.6% |
| 3Y | -24.0% | +79.4% | -103.4% | -38.3% |
| 5Y | +86.1% | +27.8% | +58.2% | +67.3% |
| 10Y | +522.8% | +416.1% | +106.7% | +259.9% |
| All | +2,084.8% | +2,052.9% | +31.9% | +557.2% |
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