+193.0%
ARM vs CBRE
+73.5%
+119.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +5.7% |
| 7D | -5.3% | +1.0% | -6.4% | -5.8% |
| 30D | -30.0% | +5.6% | -35.7% | -32.3% |
| 3M | -34.1% | -6.8% | -27.3% | -32.0% |
| 6M | -12.6% | -5.6% | -7.1% | -11.7% |
| YTD | +70.4% | -14.1% | +84.5% | +80.7% |
| 1Y | +22.3% | -9.5% | +31.7% | +24.0% |
| 3Y | +261.2% | +91.8% | +169.4% | +86.5% |
| All | +193.0% | +73.5% | +119.5% | +58.7% |
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