+43.2%
ADM vs CBRE
-14.3%
+57.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.3% |
| 7D | +1.4% | -1.7% | +3.0% | +1.3% |
| 30D | +8.2% | -3.0% | +11.2% | +8.1% |
| 3M | +8.7% | +2.6% | +6.1% | +8.7% |
| 6M | +29.1% | +2.0% | +27.1% | +28.7% |
| YTD | +53.7% | -13.1% | +66.8% | +53.5% |
| 1Y | +43.2% | -13.8% | +57.1% | +38.9% |
| All | +43.2% | -14.3% | +57.6% | +38.9% |
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 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