+81.6%
CBRE vs ACI
-31.5%
+113.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.8% | +2.3% | -4.0% | -2.1% |
| 30D | +3.3% | +1.2% | +2.1% | +3.1% |
| 3M | -12.4% | +6.8% | -19.2% | -13.2% |
| 6M | -5.4% | -18.7% | +13.4% | -4.1% |
| YTD | -17.2% | -20.2% | +3.0% | -16.3% |
| 1Y | -13.1% | -23.7% | +10.6% | -11.5% |
| 3Y | +81.6% | -31.6% | +113.2% | +92.2% |
| All | +81.6% | -31.5% | +113.0% | +92.2% |
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