+3,653.2%
FIX vs CBRE
+397.3%
+3,255.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.1% | +5.8% |
| 7D | -17.5% | +5.2% | -22.6% | -19.9% |
| 30D | -41.6% | +6.2% | -47.8% | -43.7% |
| 3M | -40.6% | -8.1% | -32.5% | -38.9% |
| 6M | -49.4% | -6.6% | -42.7% | -49.2% |
| YTD | +9.2% | -15.7% | +24.9% | +13.5% |
| 1Y | +6.5% | -9.7% | +16.1% | +6.3% |
| 3Y | +448.7% | +80.4% | +368.3% | +262.9% |
| 5Y | +948.7% | +27.0% | +921.7% | +723.8% |
| All | +3,653.2% | +397.3% | +3,255.9% | +1,390.2% |
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