+385.0%
CBRE vs ACM
+128.0%
+257.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | -4.0% | -12.9% | +8.9% | +2.8% |
| 3M | +8.0% | -6.4% | +14.4% | +10.6% |
| 6M | +4.0% | -29.2% | +33.2% | +23.7% |
| YTD | -11.5% | -29.9% | +18.4% | +5.9% |
| 1Y | -13.0% | -47.3% | +34.3% | +21.2% |
| 3Y | +66.9% | -19.6% | +86.5% | +78.0% |
| 5Y | +45.0% | +5.5% | +39.5% | +30.4% |
| 10Y | +385.0% | +129.7% | +255.3% | +186.4% |
| All | +385.0% | +128.0% | +257.1% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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