+174.6%
ARM vs CBRE
+70.1%
+104.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.4% | +5.1% |
| 7D | -15.2% | +5.2% | -20.4% | -17.6% |
| 30D | -40.7% | +6.2% | -46.9% | -42.9% |
| 3M | -39.1% | -8.1% | -31.0% | -36.8% |
| 6M | -26.4% | -6.6% | -19.8% | -25.4% |
| YTD | +59.7% | -15.7% | +75.5% | +71.0% |
| 1Y | +10.3% | -9.7% | +20.0% | +11.4% |
| 3Y | +228.9% | +80.4% | +148.5% | +76.5% |
| All | +174.6% | +70.1% | +104.5% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling