+86.9%
FOXA vs CBRE
+42.7%
+44.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.5% |
| 7D | -5.4% | -1.7% | -3.7% | -4.9% |
| 30D | +1.1% | -3.0% | +4.1% | +2.0% |
| 3M | -6.1% | +2.6% | -8.7% | -7.4% |
| 6M | +8.2% | +2.0% | +6.2% | +6.6% |
| YTD | -11.8% | -13.1% | +1.3% | -8.4% |
| 1Y | +9.9% | -13.8% | +23.7% | +14.3% |
| 3Y | +110.7% | +63.9% | +46.9% | +67.2% |
| 5Y | +86.9% | +42.3% | +44.6% | +50.3% |
| All | +86.9% | +42.7% | +44.2% | +50.3% |
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