+88.5%
ACN vs CBRE
+381.8%
-293.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.0% |
| 7D | -6.3% | -1.7% | -4.7% | -5.6% |
| 30D | -1.4% | -3.0% | +1.6% | -0.1% |
| 3M | +2.6% | +2.6% | -0.1% | +1.5% |
| 6M | -14.3% | +2.0% | -16.3% | -15.3% |
| YTD | -33.1% | -13.1% | -20.0% | -29.4% |
| 1Y | -28.8% | -13.8% | -15.0% | -24.8% |
| 3Y | -43.0% | +63.9% | -106.8% | -56.0% |
| 5Y | -44.0% | +42.3% | -86.3% | -54.8% |
| 10Y | +88.5% | +401.2% | -312.7% | -4.9% |
| All | +88.5% | +381.8% | -293.3% | -4.9% |
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