+73.9%
CBRE vs ACI
-40.4%
+114.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.0% | +0.2% | -2.1% | -2.0% |
| 30D | -2.2% | +5.9% | -8.1% | -2.8% |
| 3M | +12.9% | -19.8% | +32.7% | +15.0% |
| 6M | +4.3% | -24.7% | +29.1% | +6.9% |
| YTD | -8.0% | -24.4% | +16.3% | -6.2% |
| 1Y | -8.6% | -31.5% | +22.9% | -5.1% |
| All | +73.9% | -40.4% | +114.3% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling