+1,005.1%
FLEX vs CBRE
+397.8%
+607.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | -0.9% | -2.0% | +1.1% | +0.2% |
| 30D | -10.1% | -2.2% | -8.0% | -9.6% |
| 3M | -31.3% | +12.9% | -44.3% | -37.7% |
| 6M | +71.3% | +4.3% | +67.0% | +62.8% |
| YTD | +81.2% | -8.0% | +89.3% | +82.9% |
| 1Y | +98.5% | -8.6% | +107.1% | +99.7% |
| 3Y | +428.2% | +71.9% | +356.4% | +244.5% |
| 5Y | +657.3% | +50.0% | +607.3% | +427.1% |
| All | +1,005.1% | +397.8% | +607.3% | +309.3% |
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