+230.5%
CBRE vs ACI
+21.8%
+208.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -3.5% |
| 7D | -1.5% | -2.6% | +1.0% | -1.3% |
| 30D | -4.0% | +1.1% | -5.1% | -4.1% |
| 3M | +8.0% | -23.6% | +31.7% | +10.3% |
| 6M | +4.0% | -29.9% | +33.9% | +6.9% |
| YTD | -11.5% | -26.9% | +15.3% | -9.5% |
| 1Y | -13.0% | -34.2% | +21.2% | -10.2% |
| 3Y | +66.9% | -43.6% | +110.5% | +74.2% |
| 5Y | +45.0% | -42.4% | +87.4% | +49.4% |
| All | +230.5% | +21.8% | +208.7% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling