+90.1%
FOXA vs CBRE
+172.8%
-82.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.5% |
| 7D | -3.7% | -7.2% | +3.5% | -0.9% |
| 30D | +5.4% | -6.4% | +11.8% | +7.9% |
| 3M | -3.7% | +2.9% | -6.7% | -5.4% |
| 6M | +12.6% | +2.5% | +10.0% | +10.4% |
| YTD | -10.0% | -14.2% | +4.2% | -5.7% |
| 1Y | +15.0% | -15.1% | +30.2% | +20.7% |
| 3Y | +115.1% | +61.9% | +53.2% | +67.1% |
| 5Y | +93.0% | +42.4% | +50.6% | +54.4% |
| All | +90.1% | +172.8% | -82.7% | +4.4% |
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