+1,424.5%
ACN vs CBRE
+2,039.6%
-615.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.6% |
| 7D | +0.9% | +5.2% | -4.3% | -0.3% |
| 30D | +33.5% | +6.2% | +27.3% | +31.7% |
| 3M | +53.5% | -8.1% | +61.6% | +56.2% |
| 6M | +52.2% | -6.6% | +58.9% | +54.3% |
| YTD | -0.1% | -15.7% | +15.6% | +3.4% |
| 1Y | +11.0% | -9.7% | +20.7% | +13.2% |
| 3Y | -11.8% | +80.4% | -92.2% | -23.0% |
| 5Y | -22.8% | +27.0% | -49.8% | -27.8% |
| 10Y | +162.4% | +412.9% | -250.5% | +86.6% |
| All | +1,424.5% | +2,039.6% | -615.1% | +648.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling