+10.3%
ARM vs CBRE
-10.1%
+20.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.4% | +4.8% |
| 7D | -15.2% | +5.2% | -20.4% | -15.7% |
| 30D | -40.7% | +6.2% | -46.9% | -41.1% |
| 3M | -39.1% | -8.1% | -31.0% | -38.4% |
| 6M | -26.4% | -6.6% | -19.8% | -24.3% |
| YTD | +59.7% | -15.7% | +75.5% | +65.2% |
| 1Y | +10.3% | -9.7% | +20.0% | +15.8% |
| All | +10.3% | -10.1% | +20.4% | +15.8% |
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 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