+285.6%
FITB vs CBRE
+381.8%
-96.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.6% |
| 7D | -0.4% | -1.7% | +1.3% | +0.6% |
| 30D | -5.1% | -3.0% | -2.2% | -3.9% |
| 3M | +3.5% | +2.6% | +0.9% | +0.2% |
| 6M | +17.2% | +2.0% | +15.2% | +13.3% |
| YTD | +17.6% | -13.1% | +30.8% | +24.7% |
| 1Y | +23.4% | -13.8% | +37.2% | +31.1% |
| 3Y | +129.7% | +63.9% | +65.9% | +45.9% |
| 5Y | +68.4% | +42.3% | +26.1% | +16.3% |
| 10Y | +285.6% | +401.2% | -115.5% | +15.2% |
| All | +285.6% | +381.8% | -96.2% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling