+21.5%
ADM vs CBRE
+63.2%
-41.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.6% |
| 7D | +1.4% | -1.7% | +3.0% | +1.5% |
| 30D | +8.2% | -3.0% | +11.2% | +8.4% |
| 3M | +8.7% | +2.6% | +6.1% | +8.2% |
| 6M | +29.1% | +2.0% | +27.1% | +28.2% |
| YTD | +53.7% | -13.1% | +66.8% | +55.2% |
| 1Y | +43.2% | -13.8% | +57.1% | +44.6% |
| All | +21.5% | +63.2% | -41.6% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling