+777.0%
FIX vs CBRE
+72.5%
+704.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +6.0% | -2.0% | +8.0% | +6.6% |
| 30D | -7.2% | -2.2% | -5.1% | -6.9% |
| 3M | -15.9% | +12.9% | -28.8% | -20.6% |
| 6M | +12.7% | +4.3% | +8.4% | +9.6% |
| YTD | +72.8% | -8.0% | +80.8% | +74.2% |
| 1Y | +122.9% | -8.6% | +131.5% | +124.3% |
| All | +777.0% | +72.5% | +704.4% | +504.4% |
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