+999.8%
ARES vs CBRE
+381.8%
+618.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.1% |
| 7D | -2.7% | -1.7% | -1.0% | -1.9% |
| 30D | -2.4% | -3.0% | +0.6% | -1.0% |
| 3M | +3.9% | +2.6% | +1.3% | +2.1% |
| 6M | +26.4% | +2.0% | +24.4% | +24.4% |
| YTD | -14.9% | -13.1% | -1.8% | -9.7% |
| 1Y | -20.4% | -13.8% | -6.6% | -15.2% |
| 3Y | +38.8% | +63.9% | -25.1% | +5.8% |
| 5Y | +97.0% | +42.3% | +54.6% | +59.1% |
| 10Y | +999.8% | +401.2% | +598.6% | +455.0% |
| All | +999.8% | +381.8% | +618.0% | +455.0% |
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