+611.7%
ADM vs CBRE
+2,039.6%
-1,428.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -9.0% | +5.2% | -14.2% | -10.0% |
| 30D | -14.0% | +6.2% | -20.2% | -15.3% |
| 3M | -9.2% | -8.1% | -1.1% | -8.0% |
| 6M | -9.2% | -6.6% | -2.5% | -8.7% |
| YTD | +24.2% | -15.7% | +39.9% | +26.7% |
| 1Y | +27.0% | -9.7% | +36.6% | +27.5% |
| 3Y | +6.6% | +80.4% | -73.8% | -9.3% |
| 5Y | +25.0% | +27.0% | -2.1% | +13.0% |
| 10Y | +100.2% | +412.9% | -312.7% | +32.7% |
| All | +611.7% | +2,039.6% | -1,428.0% | +211.6% |
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