+424.8%
FLEX vs CBRE
+26.1%
+398.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.5% | -4.2% |
| 7D | +7.5% | -1.8% | +9.2% | +8.4% |
| 30D | -25.3% | +3.3% | -28.6% | -26.6% |
| 3M | -39.7% | -12.4% | -27.3% | -36.4% |
| 6M | -47.9% | -5.4% | -42.5% | -47.8% |
| YTD | +24.1% | -17.2% | +41.3% | +31.4% |
| 1Y | +26.0% | -13.1% | +39.0% | +29.3% |
| 3Y | +282.7% | +81.6% | +201.1% | +143.7% |
| All | +424.8% | +26.1% | +398.7% | +300.3% |
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 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