+80.4%
CBRE vs ACI
-35.7%
+116.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | +5.2% | -2.2% | +7.4% | +5.5% |
| 30D | +6.2% | +10.3% | -4.1% | +4.9% |
| 3M | -8.1% | +7.2% | -15.3% | -8.9% |
| 6M | -6.6% | -18.0% | +11.4% | -5.4% |
| YTD | -15.7% | -22.0% | +6.3% | -14.5% |
| 1Y | -9.7% | -23.4% | +13.7% | -8.1% |
| 3Y | +80.4% | -35.8% | +116.2% | +94.6% |
| All | +80.4% | -35.7% | +116.1% | +94.6% |
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