+15.0%
FOXA vs CBRE
-15.0%
+30.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | -3.7% | -7.2% | +3.5% | -1.7% |
| 30D | +5.4% | -6.4% | +11.8% | +7.2% |
| 3M | -3.7% | +2.9% | -6.7% | -4.9% |
| 6M | +12.6% | +2.5% | +10.0% | +11.2% |
| YTD | -10.0% | -14.2% | +4.2% | -6.3% |
| 1Y | +15.0% | -15.1% | +30.2% | +22.2% |
| All | +15.0% | -15.0% | +30.0% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling