+3,553.2%
FIX vs CBRE
+379.0%
+3,174.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +9.4% | -1.8% | +11.2% | +10.5% |
| 30D | -27.8% | +3.3% | -31.1% | -29.4% |
| 3M | -35.6% | -12.4% | -23.2% | -32.1% |
| 6M | -45.2% | -5.4% | -39.9% | -45.4% |
| YTD | +19.5% | -17.2% | +36.7% | +25.3% |
| 1Y | +24.2% | -13.1% | +37.3% | +26.8% |
| 3Y | +494.2% | +81.6% | +412.6% | +291.5% |
| 5Y | +1,036.1% | +26.4% | +1,009.7% | +794.5% |
| All | +3,553.2% | +379.0% | +3,174.2% | +1,387.5% |
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