+296.4%
ARM vs CBRE
+85.6%
+210.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.2% |
| 7D | +5.5% | -2.0% | +7.4% | +6.5% |
| 30D | -8.2% | -2.2% | -6.0% | -7.5% |
| 3M | -35.9% | +12.9% | -48.8% | -41.4% |
| 6M | +103.1% | +4.3% | +98.8% | +94.6% |
| YTD | +130.6% | -8.0% | +138.7% | +136.4% |
| 1Y | +86.1% | -8.6% | +94.6% | +89.9% |
| All | +296.4% | +85.6% | +210.8% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling