+565.2%
FLEX vs CBRE
+397.3%
+167.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.9% |
| 7D | -19.3% | +5.2% | -24.5% | -22.0% |
| 30D | -41.5% | +6.2% | -47.8% | -43.9% |
| 3M | -43.1% | -8.1% | -35.0% | -41.1% |
| 6M | -48.2% | -6.6% | -41.6% | -47.9% |
| YTD | +15.5% | -15.7% | +31.2% | +21.7% |
| 1Y | +10.2% | -9.7% | +19.9% | +10.7% |
| 3Y | +256.8% | +80.4% | +176.4% | +121.6% |
| 5Y | +408.2% | +27.0% | +381.2% | +288.4% |
| All | +565.2% | +397.3% | +167.9% | +143.5% |
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