+214.0%
ARM vs CBRE
+80.2%
+133.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.4% | -9.7% | -11.3% |
| 7D | -27.1% | +6.0% | -33.2% | -29.5% |
| 30D | -44.9% | +4.4% | -49.3% | -46.4% |
| 3M | -39.3% | -9.8% | -29.5% | -36.4% |
| 6M | -20.2% | -4.4% | -15.8% | -20.1% |
| YTD | +52.5% | -15.2% | +67.7% | +62.8% |
| 1Y | +4.1% | -9.1% | +13.2% | +4.8% |
| All | +214.0% | +80.2% | +133.8% | +66.1% |
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