+626.9%
FLEX vs CBRE
+388.5%
+238.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -1.2% |
| 7D | -13.6% | -0.5% | -13.1% | -13.4% |
| 30D | -36.5% | +3.1% | -39.6% | -37.9% |
| 3M | -36.4% | -6.4% | -30.1% | -34.9% |
| 6M | -46.5% | -7.9% | -38.6% | -45.7% |
| YTD | +25.9% | -16.2% | +42.1% | +33.2% |
| 1Y | +19.6% | -11.2% | +30.8% | +21.6% |
| 3Y | +287.0% | +83.4% | +203.6% | +137.9% |
| 5Y | +466.6% | +28.4% | +438.2% | +330.1% |
| 10Y | +626.9% | +386.8% | +240.2% | +165.7% |
| All | +626.9% | +388.5% | +238.4% | +165.7% |
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