+420.4%
FIX vs CBRE
+80.2%
+340.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.4% | -8.2% | -10.6% |
| 7D | -27.2% | +6.0% | -33.3% | -28.7% |
| 30D | -46.9% | +4.4% | -51.3% | -47.7% |
| 3M | -44.4% | -9.8% | -34.6% | -43.0% |
| 6M | -50.9% | -4.4% | -46.5% | -51.0% |
| YTD | +3.5% | -15.2% | +18.7% | +6.7% |
| 1Y | -2.1% | -9.1% | +7.0% | -2.8% |
| All | +420.4% | +80.2% | +340.2% | +247.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling