+48.9%
FITB vs CBRE
+30.4%
+18.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.4% |
| 7D | -1.1% | +1.0% | -2.1% | -1.7% |
| 30D | +7.3% | +5.6% | +1.7% | +3.7% |
| 3M | -4.0% | -6.8% | +2.8% | -1.2% |
| 6M | +11.9% | -5.6% | +17.5% | +13.6% |
| YTD | +19.0% | -14.1% | +33.1% | +25.5% |
| 1Y | +31.0% | -9.5% | +40.5% | +33.5% |
| 3Y | +143.8% | +91.8% | +52.0% | +41.6% |
| 5Y | +48.9% | +30.3% | +18.6% | +8.2% |
| All | +48.9% | +30.4% | +18.5% | +8.2% |
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 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