+1,049.0%
FIX vs CBRE
+27.5%
+1,021.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.4% |
| 7D | -13.9% | -0.5% | -13.4% | -13.9% |
| 30D | -35.5% | +3.1% | -38.6% | -36.6% |
| 3M | -33.9% | -6.4% | -27.6% | -32.8% |
| 6M | -43.3% | -7.9% | -35.4% | -42.6% |
| YTD | +18.7% | -16.2% | +34.8% | +23.5% |
| 1Y | +13.8% | -11.2% | +25.0% | +14.6% |
| 3Y | +495.0% | +83.4% | +411.5% | +284.7% |
| 5Y | +1,049.0% | +28.4% | +1,020.6% | +775.9% |
| All | +1,049.0% | +27.5% | +1,021.6% | +775.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling