+35.8%
ARM vs CBRE
-11.8%
+47.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.2% | +12.2% | +12.1% |
| 7D | +6.0% | -4.6% | +10.7% | +6.9% |
| 30D | -20.3% | +3.0% | -23.3% | -20.5% |
| 3M | -24.4% | -8.7% | -15.6% | -23.3% |
| 6M | -4.4% | -7.9% | +3.5% | -1.0% |
| YTD | +86.0% | -16.3% | +102.3% | +92.7% |
| 1Y | +35.8% | -13.1% | +48.9% | +40.4% |
| All | +35.8% | -11.8% | +47.6% | +40.4% |
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