+21.9%
FIX vs CBRE
-11.8%
+33.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | +6.4% | -4.6% | +11.1% | +6.2% |
| 30D | -29.1% | +3.0% | -32.0% | -28.8% |
| 3M | -31.1% | -8.7% | -22.4% | -31.4% |
| 6M | -42.8% | -7.9% | -34.9% | -42.5% |
| YTD | +24.6% | -16.3% | +40.9% | +19.4% |
| 1Y | +21.9% | -13.1% | +35.1% | +14.0% |
| All | +21.9% | -11.8% | +33.7% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling