+71.1%
FITB vs CBRE
+45.8%
+25.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +1.5% |
| 7D | +2.8% | -1.5% | +4.4% | +3.6% |
| 30D | -4.5% | -4.0% | -0.5% | -2.9% |
| 3M | +5.7% | +8.0% | -2.4% | -0.2% |
| 6M | +17.1% | +4.0% | +13.1% | +12.6% |
| YTD | +18.3% | -11.5% | +29.9% | +23.4% |
| 1Y | +23.9% | -13.0% | +36.9% | +30.2% |
| 3Y | +131.1% | +66.9% | +64.2% | +49.5% |
| 5Y | +71.1% | +45.0% | +26.0% | +16.3% |
| All | +71.1% | +45.8% | +25.3% | +16.3% |
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