+97.4%
FITB vs CBRE
+2,234.5%
-2,137.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +0.6% | -2.0% | +2.6% | +1.5% |
| 30D | -4.7% | -2.2% | -2.5% | -4.1% |
| 3M | +6.7% | +12.9% | -6.2% | -0.6% |
| 6M | +12.6% | +4.3% | +8.2% | +8.9% |
| YTD | +19.1% | -8.0% | +27.2% | +21.4% |
| 1Y | +22.6% | -8.6% | +31.2% | +25.1% |
| 3Y | +127.1% | +71.9% | +55.2% | +64.6% |
| 5Y | +71.8% | +50.0% | +21.8% | +33.0% |
| 10Y | +287.2% | +390.1% | -102.9% | +67.9% |
| All | +97.4% | +2,234.5% | -2,137.1% | -61.7% |
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